Skip to content
Cart

Your Cart

×

You have 0 items in your cart.

Register Sign in Wishlist

Nonlife Actuarial Models
Theory, Methods and Evaluation

£59.99

textbook

Part of International Series on Actuarial Science

  • Date Published: September 2009
  • availability: Available
  • format: Hardback
  • isbn: 9780521764650

£ 59.99
Hardback

Add to cart Add to wishlist

Other available formats:
eBook


Request inspection copy

Lecturers may request a copy of this title for inspection

Description
Product filter button
Description
Contents
Resources
Courses
About the Authors
  • Actuaries must pass exams, but more than that: they must put knowledge into practice. This coherent book gives complete syllabus coverage for Exam C of the Society of Actuaries (SOA) while emphasizing the concepts and practical application of nonlife actuarial models. Ideal for those approaching their professional exams, it is also a class-tested textbook for undergraduate university courses in actuarial science. All the topics that students need to prepare for Exam C are here, including modeling of losses, risk and ruin theory, credibility theory and applications, and empirical implementation of loss models. The book also covers more recent topics, such as risk measures and bootstrapping. Readers are assumed to have studied statistical inference and probability at the introductory undergraduate level. Numerous examples and exercises are provided, with many exercises adapted from past Exam C questions. Computational notes on the use of Excel are included. Teaching slides are available for download.

    • Contains numerous illustrative examples to enhance understanding and facilitate self-study
    • Features over 300 exercises, including some adapted from past exam questions, which allow the reader to apply their understanding
    • Provides notes on the use of Excel to facilitate computation
    • Teaching slides for instructors are available from the website
    Read more

    Reviews & endorsements

    'a very good balance of rigor and readability makes this book an impressive encyclopedia of results and methods for nonlife actuarial modeling.' Zentralblatt MATH

    Customer reviews

    Not yet reviewed

    Be the first to review

    Review was not posted due to profanity

    ×

    , create a review

    (If you're not , sign out)

    Please enter the right captcha value
    Please enter a star rating.
    Your review must be a minimum of 12 words.

    How do you rate this item?

    ×

    Product details

    • Date Published: September 2009
    • format: Hardback
    • isbn: 9780521764650
    • length: 542 pages
    • dimensions: 231 x 152 x 30 mm
    • weight: 0.98kg
    • contains: 1 b/w illus. 55 tables 350 exercises
    • availability: Available
  • Table of Contents

    Preface
    Notation and convention
    Part I. Loss Models:
    1. Claim-frequency distribution
    2. Claim-severity distribution
    3. Aggregate-loss models
    Part II. Risk and Ruin:
    4. Risk measures
    5. Ruin theory
    Part III. Credibility:
    6. Classical credibility
    7. Bühlmann credibility
    8. Bayesian approach
    9. Empirical implementation of credibility
    Part IV. Model Construction and Evaluation:
    10. Model estimation and types of data
    11. Nonparametric model estimation
    12. Parametric model estimation
    13. Model evaluation and selection
    14. Basic Monte Carlo methods
    15. Applications of Monte Carlo methods
    Appendix. Review of statistics
    Answers to exercises
    References
    Index.

  • Resources for

    Nonlife Actuarial Models

    Yiu-Kuen Tse

    General Resources

    Welcome to the resources site

    Here you will find free-of-charge online materials to accompany this book. The range of materials we provide across our academic and higher education titles are an integral part of the book package whether you are a student, instructor, researcher or professional.

    Find resources associated with this title

    Type Name Unlocked * Format Size

    Showing of

    Back to top

    *This title has one or more locked files and access is given only to lecturers adopting the textbook for their class. We need to enforce this strictly so that solutions are not made available to students. To gain access to locked resources you either need first to sign in or register for an account.


    These resources are provided free of charge by Cambridge University Press with permission of the author of the corresponding work, but are subject to copyright. You are permitted to view, print and download these resources for your own personal use only, provided any copyright lines on the resources are not removed or altered in any way. Any other use, including but not limited to distribution of the resources in modified form, or via electronic or other media, is strictly prohibited unless you have permission from the author of the corresponding work and provided you give appropriate acknowledgement of the source.

    If you are having problems accessing these resources please email lecturers@cambridge.org

  • Instructors have used or reviewed this title for the following courses

    • Actuarial Models
    • Computer Applications in Financial Modeling
    • Risk Analysis
    • Risk Theory
    • Valuation and Financial Decisions
  • Author

    Yiu-Kuen Tse, Singapore Management University
    Yiu-Kuen Tse is currently a Professor with the School of Economics at Singapore Management University. He has been a Fellow of the Society of Actuaries (FSA) since 1993.

Sign In

Please sign in to access your account

Cancel

Not already registered? Create an account now. ×

Sorry, this resource is locked

Please register or sign in to request access. If you are having problems accessing these resources please email lecturers@cambridge.org

Register Sign in
Please note that this file is password protected. You will be asked to input your password on the next screen.

» Proceed

You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner www.ebooks.com. Please see the permission section of the www.ebooks.com catalogue page for details of the print & copy limits on our eBooks.

Continue ×

Continue ×

Continue ×

Find content that relates to you

This site uses cookies to improve your experience. Read more Close

Are you sure you want to delete your account?

This cannot be undone.

Cancel

Thank you for your feedback which will help us improve our service.

If you requested a response, we will make sure to get back to you shortly.

×
Please fill in the required fields in your feedback submission.
×