skip to content
Actuarial models : the mathematics of insurance Preview this item
ClosePreview this item
Checking...

Actuarial models : the mathematics of insurance

Author: V I Rotarʹ
Publisher: Boca Raton, FL : CRC Press, [2015]
Edition/Format:   Print book : English : Second editionView all editions and formats
Summary:
"Ideal for students preparing for level 300 actuarial exams in the US, Actuarial Models: The Mathematics of Insurance provides a comprehensive exposition of insurance processes models and presents mathematical setups and methods used in Actuarial Modeling. Divided into three self-contained and explicitly designated parts of different levels of difficulty, this book examines standard as well as advanced topics such  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Document Type: Book
All Authors / Contributors: V I Rotarʹ
ISBN: 9781482227062 1482227061
OCLC Number: 880672209
Description: xix, 634 pages : illustrations ; 26 cm
Contents: Some preliminary notions and facts from probability theory, the theory of interest, and calculus[superscript 1] --
Ch. 1. Comparison of random variables : preferences of individuals --
Ch. 2. An individual risk model for a short period --
Ch. 3. Conditional expectations --
Ch. 4. A collective risk model for a short period --
Ch. 5. Random processes : I. Counting and compound processes : Markov chains : modeling claim and cash flows --
Ch. 6. Random processes : II. Brownian motion and martingales : hitting times --
Ch. 7. Global characteristics of the surplus process : ruin models : models with paying dividends --
Ch. 8. Survival distributions --
Ch. 9. Life insurance models --
Ch. 10. Annuity models --
Ch. 11. Premiums and reserves --
Ch. 12. Risk exchange : reinsurance and coinsurance.
Responsibility: Vladimir I. Rotar.

Abstract:

"Ideal for students preparing for level 300 actuarial exams in the US, Actuarial Models: The Mathematics of Insurance provides a comprehensive exposition of insurance processes models and presents mathematical setups and methods used in Actuarial Modeling. Divided into three self-contained and explicitly designated parts of different levels of difficulty, this book examines standard as well as advanced topics such as modern utility theory, martingale technique, models with payments of dividends, reinsurance models, and classification of distributions. The book includes numerous examples, practice problems, and exercises on numerical calculations using Excel. It includes also preliminary examination material for the Society of Actuaries and the Casualty Actuarial Society (CAS), providing, in particular, real problems from past CAS exams."--Jacket.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.

Similar Items

Related Subjects:(1)

User lists with this item (2)

Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/880672209> # Actuarial models : the mathematics of insurance
    a schema:CreativeWork, schema:Book ;
    library:oclcnum "880672209" ;
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/flu> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/1008972947#Topic/insurance_mathematics> ; # Insurance--Mathematics
    schema:about <http://dewey.info/class/368.01/e23/> ;
    schema:author <http://experiment.worldcat.org/entity/work/data/1008972947#Person/rotar_v_i_vladimir_ilich> ; # Vladimir Ilʹich Rotarʹ
    schema:bookEdition "Second edition." ;
    schema:bookFormat bgn:PrintBook ;
    schema:datePublished "2015" ;
    schema:description "Some preliminary notions and facts from probability theory, the theory of interest, and calculus[superscript 1] -- Ch. 1. Comparison of random variables : preferences of individuals -- Ch. 2. An individual risk model for a short period -- Ch. 3. Conditional expectations -- Ch. 4. A collective risk model for a short period -- Ch. 5. Random processes : I. Counting and compound processes : Markov chains : modeling claim and cash flows -- Ch. 6. Random processes : II. Brownian motion and martingales : hitting times -- Ch. 7. Global characteristics of the surplus process : ruin models : models with paying dividends -- Ch. 8. Survival distributions -- Ch. 9. Life insurance models -- Ch. 10. Annuity models -- Ch. 11. Premiums and reserves -- Ch. 12. Risk exchange : reinsurance and coinsurance."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/1008972947> ;
    schema:inLanguage "en" ;
    schema:name "Actuarial models : the mathematics of insurance"@en ;
    schema:productID "880672209" ;
    schema:reviews <http://www.worldcat.org/title/-/oclc/880672209#Review/-1948448012> ;
    schema:workExample <http://worldcat.org/isbn/9781482227062> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/880672209> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/1008972947#Person/rotar_v_i_vladimir_ilich> # Vladimir Ilʹich Rotarʹ
    a schema:Person ;
    schema:familyName "Rotarʹ" ;
    schema:givenName "Vladimir Ilʹich" ;
    schema:givenName "V. I." ;
    schema:name "Vladimir Ilʹich Rotarʹ" ;
    .

<http://experiment.worldcat.org/entity/work/data/1008972947#Topic/insurance_mathematics> # Insurance--Mathematics
    a schema:Intangible ;
    schema:name "Insurance--Mathematics"@en ;
    .

<http://worldcat.org/isbn/9781482227062>
    a schema:ProductModel ;
    schema:isbn "1482227061" ;
    schema:isbn "9781482227062" ;
    .

<http://www.worldcat.org/title/-/oclc/880672209#Review/-1948448012>
    a schema:Review ;
    schema:itemReviewed <http://www.worldcat.org/oclc/880672209> ; # Actuarial models : the mathematics of insurance
    schema:reviewBody ""Ideal for students preparing for level 300 actuarial exams in the US, Actuarial Models: The Mathematics of Insurance provides a comprehensive exposition of insurance processes models and presents mathematical setups and methods used in Actuarial Modeling. Divided into three self-contained and explicitly designated parts of different levels of difficulty, this book examines standard as well as advanced topics such as modern utility theory, martingale technique, models with payments of dividends, reinsurance models, and classification of distributions. The book includes numerous examples, practice problems, and exercises on numerical calculations using Excel. It includes also preliminary examination material for the Society of Actuaries and the Casualty Actuarial Society (CAS), providing, in particular, real problems from past CAS exams."--Jacket." ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.