Loss models : from data to decisions /

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Bibliographic Details
Main Author: Klugman, Stuart A., 1949-
Other Authors: Panjer, Harry H., Willmot, Gordon E., 1957-
Format: Book
Language:English
Published: New York : Wiley, ©1998.
Series:Wiley series in probability and statistics. Applied probability and statistics
Subjects:

MARC

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100 1 |a Klugman, Stuart A.,  |d 1949- 
245 1 0 |a Loss models :  |b from data to decisions /  |c Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot, with assistance from Gary G. Venter. 
246 3 0 |a From data to decisions 
260 |a New York :  |b Wiley,  |c ©1998. 
300 |a xiii, 644 page :  |b illustrations ;  |c 25 cm. 
336 |a text  |b txt  |2 rdacontent 
337 |a unmediated  |b n  |2 rdamedia 
338 |a volume  |b nc  |2 rdacarrier 
490 1 |a Wiley series in probability and statistics. Applied probability and statistics 
500 |a "Wiley-Interscience publication." 
504 |a Includes bibliographical references (pages 629-638) and index. 
505 0 0 |g 1.  |t Introduction - A Model-Based Approach to Actuarial Science --  |g 2.  |t Loss Distributions - Models for the Amount of a Single Payment --  |g 3.  |t Frequency Distributions - Models for the Number of Payments --  |g 4.  |t Aggregate Loss Models --  |g 5.  |t Credibility Theory --  |g 6.  |t Long-Term Models --  |g App. A.  |t An Inventory of Continuous Distributions --  |g App. B.  |t An Inventory of Discrete Distributions --  |g App. C.  |t The Simplex Method --  |g App. D.  |t Frequency and Severity Relationships --  |g App. E.  |t Limited Expected Value Calculations --  |g App. F.  |t The Recursive Formula --  |g App. G.  |t Discretization of the Severity Distribution --  |g App. H.  |t Simulation --  |g App. I.  |t Answers to Selected Exercises.  |9 bnatoc 
650 0 |a Insurance  |x Statistical methods 
650 0 |a Insurance  |x Mathematical models 
700 1 |a Panjer, Harry H. 
700 1 |a Willmot, Gordon E.,  |d 1957- 
830 0 |a Wiley series in probability and statistics.  |p Applied probability and statistics 
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