A course in credibility theory and its applications
The book is aimed at teachers and students as well as practising experts in the financial area, in particular at actuaries in the field of property-casualty insurance, life insurance, reinsurance and insurance supervision. Persons working in the wider world of finance will also find many relevant id...
保存先:
| 主要な著者: | , |
|---|---|
| フォーマット: | Livre numérique |
| 言語: | Anglais |
| 出版事項: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| シリーズ: | Universitext
|
| オンライン･アクセス: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| 注記: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • A course in credibility theory and its applications, Hans Bühlmann, Alois Gisler, Berlin, Springer, 2005, 1 vol. (XVIII-331 p.), Universitext, 3-540-25753-5 |
| LEADER | 04004nam a22003257a 4500 | ||
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| 041 | 0 | |a eng | |
| 082 | |a 519 | ||
| 100 | 1 | |a Bühlmann, Hans, |d 1930- | |
| 245 | 1 | 0 | |a A course in credibility theory and its applications |c by Hans Bühlmann, Alois Gisler. |
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Universitext | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a The Bayes Premium Credibility Estimators The Bühlmann-Straub Model Treatment of Large Claims in Credibility Hierarchical Credibility Multidimensional Credibility Credibility in the Regression Case Evolutionary Credibility Models and Recursive Calculation Multidimensional Evolutionary Models and Recursive Calculation | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a The book is aimed at teachers and students as well as practising experts in the financial area, in particular at actuaries in the field of property-casualty insurance, life insurance, reinsurance and insurance supervision. Persons working in the wider world of finance will also find many relevant ideas and examples even though credibility methods have not yet been widely applied here. The text combines scientific rigour with direct practical applicability. It is based on courses given by the two authors at ETH Zürich. These courses have undergone considerable changes over time. "A Course in Credibility Theory and its Applications" is the final product of this evolution. It covers the subject of Credibility Theory extensively and includes most aspects of this topic from the simplest case to the most general dynamic model. The first four chapters contain plenty of material for a first course on Credibility. The whole text is intended as a full one year course at intermediate to advanced level. Credibility is a lifeless topic if it is not linked closely to practical applications. The book therefore treats explicitly the tasks which the actuary encounters in his daily work such as estimation of loss ratios, claim frequencies and claim sizes. The models are worked out in detail (including the estimation of structural parameters) so that they can immediately be applied in practice. Most exercises are based on real insurance data and real situations from practice and many of them have the characteristics of a case study. The extension to practical problems arising from the general area of finance is often quite straightforward. This book deserves a place on the bookshelf of every actuary and mathematician who works, teaches or does research in the area of insurance and finance | ||
| 700 | 1 | |a Gisler, Alois. |4 aut | |
| 776 | 0 | |0 095097961 |t A course in credibility theory and its applications |f Hans Bühlmann, Alois Gisler |c Berlin |n Springer |d 2005 |p 1 vol. (XVIII-331 p.) |s Universitext |z 3-540-25753-5 | |
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