Nonlife Actuarial Models

DOI10.1017/CBO9780511812156zbMath1207.91007OpenAlexW1569745037MaRDI QIDQ5850731

Unnamed Author

Publication date: 15 January 2010

Full work available at URL: https://doi.org/10.1017/cbo9780511812156

zbMATH Keywords

Monte Carlo simulationcredibilitydistribution functionrisk measureBayesian inferenceactuarial modelloss function, estimation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (6)

Estimación máxima verosimilitud de la probabilidad de ruina en el modelo de riesgo clásico con reclamaciones exponenciales ⋮ Online product returns risk assessment and management ⋮ A note on the net profit condition for discrete and classical risk models ⋮ General Insurance Deductible Ratemaking ⋮ AGGREGATE CLAIM ESTIMATION USING BIVARIATE HIDDEN MARKOV MODEL ⋮ Pricing and simulating catastrophe risk bonds in a Markov-dependent environment

Uses Software

• Excel

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