Centro de Documentacion de Fundación MAPFRE - Nonlife actuarial models : theory, methods and evaluation

Publication: Cambridge : Cambridge University Press, 2009Physical description: XV, 524 p. ; 24 cm.Notes: Sumario: Claim-frecuency distribution -- Claim-severity distribution -- Aggregate-loss models -- Risk measures -- Ruin theory -- Classical credibility -- Bühlmann credibility -- Bayesian approach -- Empirical implementation of credibility -- Model estimation and types of data -- Nonparametric estimation -- Parametric model estimation -- Model evaluation and selection -- Basic Monte Carlo methods -- Applications of Monte Carlo methodsMateria / lugar / evento: Modelos actuariales Matemática del seguro Cálculo de probabilidades Probabilidad de ruina Métodos actuariales Simulación Monte Carlo Teoría de la credibilidad Other categories: 6

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FUNDACIÓN MAPFRE. Centro de Documentación

FUNDACIÓN MAPFRE. Centro de Documentación — Signature: MAP - 6 TSE NON — Record number: 048210

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