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Author :
Publisher :
ISBN 13 :
Total Pages : 1042 pages
Book Rating : 4.:/5 (321 download)
Download or read book Scandinavian Actuarial Journal written by and published by . This book was released on 1918 with total page 1042 pages. Available in PDF, EPUB and Kindle. Book excerpt: Some years include lists of members of the societies.
Author : Ricardas Zitikis
Publisher : MDPI
ISBN 13 : 3039285165
Total Pages : 210 pages
Book Rating : 4.0/5 (392 download)
Download or read book Risk, Ruin and Survival written by Ricardas Zitikis and published by MDPI. This book was released on 2020-04-02 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developing techniques for assessing various risks and calculating probabilities of ruin and survival are exciting topics for mathematically-inclined academics. For practicing actuaries and financial engineers, the resulting insights have provided enormous opportunities but also created serious challenges to overcome, thus facilitating closer cooperation between industries and academic institutions. In this book, several renown researchers with extensive interdisciplinary research experiences share their thoughts that, in one way or another, contribute to the betterment of practice and theory of decision making under uncertainty. Behavioral, cultural, mathematical, and statistical aspects of risk assessment and modelling have been explored, and have been often illustrated using real and simulated data. Topics range from financial and insurance risks to security-type risks, from one-dimensional to multi- and even infinite-dimensional risks. The articles in the book were written with a broad audience in mind and should provide enjoyable reading for those with university level degrees and/or those who have studied for accreditation by various actuarial and financial societies.
Author : Marco Micocci
Publisher : CRC Press
ISBN 13 : 1439817545
Total Pages : 766 pages
Book Rating : 4.4/5 (398 download)
Download or read book Pension Fund Risk Management written by Marco Micocci and published by CRC Press. This book was released on 2010-01-25 with total page 766 pages. Available in PDF, EPUB and Kindle. Book excerpt: As pension fund systems decrease and dependency ratios increase, risk management is becoming more complex in public and private pension plans. Pension Fund Risk Management: Financial and Actuarial Modeling sheds new light on the current state of pension fund risk management and provides new technical tools for addressing pension risk from an integr
Author : Michel Denuit
Publisher : John Wiley & Sons
ISBN 13 : 9780470517413
Total Pages : 384 pages
Book Rating : 4.5/5 (174 download)
Download or read book Actuarial Modelling of Claim Counts written by Michel Denuit and published by John Wiley & Sons. This book was released on 2007-07-27 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: There are a wide range of variables for actuaries to consider when calculating a motorist’s insurance premium, such as age, gender and type of vehicle. Further to these factors, motorists’ rates are subject to experience rating systems, including credibility mechanisms and Bonus Malus systems (BMSs). Actuarial Modelling of Claim Counts presents a comprehensive treatment of the various experience rating systems and their relationships with risk classification. The authors summarize the most recent developments in the field, presenting ratemaking systems, whilst taking into account exogenous information. The text: Offers the first self-contained, practical approach to a priori and a posteriori ratemaking in motor insurance. Discusses the issues of claim frequency and claim severity, multi-event systems, and the combinations of deductibles and BMSs. Introduces recent developments in actuarial science and exploits the generalised linear model and generalised linear mixed model to achieve risk classification. Presents credibility mechanisms as refinements of commercial BMSs. Provides practical applications with real data sets processed with SAS software. Actuarial Modelling of Claim Counts is essential reading for students in actuarial science, as well as practicing and academic actuaries. It is also ideally suited for professionals involved in the insurance industry, applied mathematicians, quantitative economists, financial engineers and statisticians.
Author : Olivia S. Mitchell
Publisher : Pension Research Council
ISBN 13 : 0198719248
Total Pages : 337 pages
Book Rating : 4.1/5 (987 download)
Download or read book Recreating Sustainable Retirement written by Olivia S. Mitchell and published by Pension Research Council. This book was released on 2014 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume offers an in-depth analysis of the threats to private and public pensions around the world including capital market shocks, surprises to longevity, regulatory/political risk, and errors in modelling.
Author : David J. Balding
Publisher : John Wiley & Sons
ISBN 13 : 9780470997628
Total Pages : 1616 pages
Book Rating : 4.9/5 (976 download)
Download or read book Handbook of Statistical Genetics written by David J. Balding and published by John Wiley & Sons. This book was released on 2008-06-10 with total page 1616 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook for Statistical Genetics is widely regarded as the reference work in the field. However, the field has developed considerably over the past three years. In particular the modeling of genetic networks has advanced considerably via the evolution of microarray analysis. As a consequence the 3rd edition of the handbook contains a much expanded section on Network Modeling, including 5 new chapters covering metabolic networks, graphical modeling and inference and simulation of pedigrees and genealogies. Other chapters new to the 3rd edition include Human Population Genetics, Genome-wide Association Studies, Family-based Association Studies, Pharmacogenetics, Epigenetics, Ethic and Insurance. As with the second Edition, the Handbook includes a glossary of terms, acronyms and abbreviations, and features extensive cross-referencing between the chapters, tying the different areas together. With heavy use of up-to-date examples, real-life case studies and references to web-based resources, this continues to be must-have reference in a vital area of research. Edited by the leading international authorities in the field. David Balding - Department of Epidemiology & Public Health, Imperial College An advisor for our Probability & Statistics series, Professor Balding is also a previous Wiley author, having written Weight-of-Evidence for Forensic DNA Profiles, as well as having edited the two previous editions of HSG. With over 20 years teaching experience, he’s also had dozens of articles published in numerous international journals. Martin Bishop – Head of the Bioinformatics Division at the HGMP Resource Centre As well as the first two editions of HSG, Dr Bishop has edited a number of introductory books on the application of informatics to molecular biology and genetics. He is the Associate Editor of the journal Bioinformatics and Managing Editor of Briefings in Bioinformatics. Chris Cannings – Division of Genomic Medicine, University of Sheffield With over 40 years teaching in the area, Professor Cannings has published over 100 papers and is on the editorial board of many related journals. Co-editor of the two previous editions of HSG, he also authored a book on this topic.
Author : Ermanno Pitacco
Publisher : OUP Oxford
ISBN 13 : 0191609420
Total Pages : 416 pages
Book Rating : 4.1/5 (916 download)
Download or read book Modelling Longevity Dynamics for Pensions and Annuity Business written by Ermanno Pitacco and published by OUP Oxford. This book was released on 2009-01-29 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mortality improvements, uncertainty in future mortality trends and the relevant impact on life annuities and pension plans constitute important topics in the field of actuarial mathematics and life insurance techniques. In particular, actuarial calculations concerning pensions, life annuities and other living benefits (provided, for example, by long-term care insurance products and whole life sickness covers) are based on survival probabilities which necessarily extend over a long time horizon. In order to avoid underestimation of the related liabilities, the insurance company (or the pension plan) must adopt an appropriate forecast of future mortality. Great attention is currently being devoted to the management of life annuity portfolios, both from a theoretical and a practical point of view, because of the growing importance of annuity benefits paid by private pension schemes. In particular, the progressive shift from defined benefit to defined contribution pension schemes has increased the interest in life annuities with a guaranteed annual amount. This book provides a comprehensive and detailed description of methods for projecting mortality, and an extensive introduction to some important issues concerning longevity risk in the area of life annuities and pension benefits. It relies on research work carried out by the authors, as well as on a wide teaching experience and in CPD (Continuing Professional Development) initiatives. The following topics are dealt with: life annuities in the framework of post-retirement income strategies; the basic mortality model; recent mortality trends that have been experienced; general features of projection models; discussion of stochastic projection models, with numerical illustrations; measuring and managing longevity risk.
Author : Paul Damien
Publisher : Oxford University Press
ISBN 13 : 0199695601
Total Pages : 717 pages
Book Rating : 4.1/5 (996 download)
Download or read book Bayesian Theory and Applications written by Paul Damien and published by Oxford University Press. This book was released on 2013-01-24 with total page 717 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume guides the reader along a statistical journey that begins with the basic structure of Bayesian theory, and then provides details on most of the past and present advances in this field.
Author : Angus S. Macdonald
Publisher : Cambridge University Press
ISBN 13 : 110704541X
Total Pages : 387 pages
Book Rating : 4.1/5 (7 download)
Download or read book Modelling Mortality with Actuarial Applications written by Angus S. Macdonald and published by Cambridge University Press. This book was released on 2018-05-03 with total page 387 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern mortality modelling for actuaries and actuarial students, with example R code, to unlock the potential of individual data.
Author : Erik Bølviken
Publisher : Cambridge University Press
ISBN 13 : 1107782627
Total Pages : 713 pages
Book Rating : 4.1/5 (77 download)
Download or read book Computation and Modelling in Insurance and Finance written by Erik Bølviken and published by Cambridge University Press. This book was released on 2014-04-10 with total page 713 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focusing on what actuaries need in practice, this introductory account provides readers with essential tools for handling complex problems and explains how simulation models can be created, used and re-used (with modifications) in related situations. The book begins by outlining the basic tools of modelling and simulation, including a discussion of the Monte Carlo method and its use. Part II deals with general insurance and Part III with life insurance and financial risk. Algorithms that can be implemented on any programming platform are spread throughout and a program library written in R is included. Numerous figures and experiments with R-code illustrate the text. The author's non-technical approach is ideal for graduate students, the only prerequisites being introductory courses in calculus and linear algebra, probability and statistics. The book will also be of value to actuaries and other analysts in the industry looking to update their skills.
Author : Bjarne S. Jensen
Publisher : Copenhagen Business School Press DK
ISBN 13 : 9788763001854
Total Pages : 464 pages
Book Rating : 4.0/5 (18 download)
Download or read book Stochastic Economic Dynamics written by Bjarne S. Jensen and published by Copenhagen Business School Press DK. This book was released on 2007 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book analyzes stochastic dynamic systems across a broad spectrum in economics and finance. The major unifying theme is the coherent and rigorous treatment of uncertainty and its implications for describing stochastic processes by the stochastic differential equations of the fundamental models in various fields. Pertinent subjects are interrelated, juxtaposed, and examined for consistency in theoretical and empirical contexts. The volume consists of three parts: Developments in Stochastic Dynamics; Stochastic Dynamics in Basic Economic Growth Models; and Intertemporal Optimization in Consumption, Finance, and Growth. Key topics include: fractional Brownian motion in finance; moment evolution of Gaussian and geometric Wiener diffusions; stochastic kinematics and stochastic mechanics; stochastic growth in continuous time; time delays and Hopf bifurcation; consumption and investment strategies; differential systems in finance and life insurance; uncertainty of technological innovations; investment and employment cycles; stochastic control theory; and risk aversion. The works collected in this book serves to bridge the "old" deterministic dynamics and the "new" stochastic dynamics. The collection is important for scholars and advanced graduate students of economics, statistics, and applied mathematics.
Author : Dipak K. Dey
Publisher : CRC Press
ISBN 13 : 1498701310
Total Pages : 538 pages
Book Rating : 4.4/5 (987 download)
Download or read book Extreme Value Modeling and Risk Analysis written by Dipak K. Dey and published by CRC Press. This book was released on 2016-01-06 with total page 538 pages. Available in PDF, EPUB and Kindle. Book excerpt: Extreme Value Modeling and Risk Analysis: Methods and Applications presents a broad overview of statistical modeling of extreme events along with the most recent methodologies and various applications. The book brings together background material and advanced topics, eliminating the need to sort through the massive amount of literature on the subje
Author : Howard Kunreuther
Publisher : University of Pennsylvania Press
ISBN 13 : 0812296222
Total Pages : 415 pages
Book Rating : 4.8/5 (122 download)
Download or read book The Future of Risk Management written by Howard Kunreuther and published by University of Pennsylvania Press. This book was released on 2019-06-28 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: Whether man-made or naturally occurring, large-scale disasters can cause fatalities and injuries, devastate property and communities, savage the environment, impose significant financial burdens on individuals and firms, and test political leadership. Moreover, global challenges such as climate change and terrorism reveal the interdependent and interconnected nature of our current moment: what occurs in one nation or geographical region is likely to have effects across the globe. Our information age creates new and more integrated forms of communication that incur risks that are difficult to evaluate, let alone anticipate. All of this makes clear that innovative approaches to assessing and managing risk are urgently required. When catastrophic risk management was in its inception thirty years ago, scientists and engineers would provide estimates of the probability of specific types of accidents and their potential consequences. Economists would then propose risk management policies based on those experts' estimates with little thought as to how this data would be used by interested parties. Today, however, the disciplines of finance, geography, history, insurance, marketing, political science, sociology, and the decision sciences combine scientific knowledge on risk assessment with a better appreciation for the importance of improving individual and collective decision-making processes. The essays in this volume highlight past research, recent discoveries, and open questions written by leading thinkers in risk management and behavioral sciences. The Future of Risk Management provides scholars, businesses, civil servants, and the concerned public tools for making more informed decisions and developing long-term strategies for reducing future losses from potentially catastrophic events. Contributors: Mona Ahmadiani, Joshua D. Baker, W. J. Wouter Botzen, Cary Coglianese, Gregory Colson, Jeffrey Czajkowski, Nate Dieckmann, Robin Dillon, Baruch Fischhoff, Jeffrey A. Friedman, Robin Gregory, Robert W. Klein, Carolyn Kousky, Howard Kunreuther, Craig E. Landry, Barbara Mellers, Robert J. Meyer, Erwann Michel-Kerjan, Robert Muir-Wood, Mark Pauly, Lisa Robinson, Adam Rose, Paul J. H. Schoemaker, Paul Slovic, Phil Tetlock, Daniel Västfjäll, W. Kip Viscusi, Elke U. Weber, Richard Zeckhauser.
Author : Cheng Few Lee
Publisher : World Scientific
ISBN 13 : 9811202400
Total Pages : 5053 pages
Book Rating : 4.8/5 (112 download)
Download or read book Handbook Of Financial Econometrics, Mathematics, Statistics, And Machine Learning (In 4 Volumes) written by Cheng Few Lee and published by World Scientific. This book was released on 2020-07-30 with total page 5053 pages. Available in PDF, EPUB and Kindle. Book excerpt: This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts.In both theory and methodology, we need to rely upon mathematics, which includes linear algebra, geometry, differential equations, Stochastic differential equation (Ito calculus), optimization, constrained optimization, and others. These forms of mathematics have been used to derive capital market line, security market line (capital asset pricing model), option pricing model, portfolio analysis, and others.In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook.Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience.
Author : Moshe Shaked
Publisher : Springer Science & Business Media
ISBN 13 : 0387346759
Total Pages : 473 pages
Book Rating : 4.3/5 (873 download)
Download or read book Stochastic Orders written by Moshe Shaked and published by Springer Science & Business Media. This book was released on 2007-04-03 with total page 473 pages. Available in PDF, EPUB and Kindle. Book excerpt: This reference text presents comprehensive coverage of the various notions of stochastic orderings, their closure properties, and their applications. Some of these orderings are routinely used in many applications in economics, finance, insurance, management science, operations research, statistics, and various other fields. And the value of the other notions of stochastic orderings needs further exploration. This book is an ideal reference for those interested in decision making under uncertainty and interested in the analysis of complex stochastic systems. It is suitable as a text for advanced graduate course on stochastic ordering and applications.
Author :
Publisher :
ISBN 13 : 9814462918
Total Pages : pages
Book Rating : 4.8/5 (144 download)
Download or read book Computational Intelligence in Business and Economics written by and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ralf Korn
Publisher : CRC Press
ISBN 13 : 1420076191
Total Pages : 485 pages
Book Rating : 4.4/5 (2 download)
Download or read book Monte Carlo Methods and Models in Finance and Insurance written by Ralf Korn and published by CRC Press. This book was released on 2010-02-26 with total page 485 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offering a unique balance between applications and calculations, Monte Carlo Methods and Models in Finance and Insurance incorporates the application background of finance and insurance with the theory and applications of Monte Carlo methods. It presents recent methods and algorithms, including the multilevel Monte Carlo method, the statistical Rom
