大葉大學圖書館 |

Computation and modelling in insurance and finance[electronic resource] /

紀錄類型:	書目-電子資源 : Monograph/item
杜威分類號:	368.01
書名/作者:	Computation and modelling in insurance and finance/ Erik Bolviken.
其他題名:	Computation & Modelling in Insurance & Finance
作者:	Bolviken, Erik.
出版者:	Cambridge : : Cambridge University Press,, 2014.
面頁冊數:	xxvi, 685 p. : : ill., digital ;; 24 cm.
標題:	Insurance - Mathematical models.
標題:	Finance - Mathematical models.
ISBN:	9781139020251
ISBN:	9780521830485
內容註:	Introduction -- Part I. Tools for risk analysis -- Part II. General insurance -- Part III. Life insurance and financial risk -- Appendix A. Random variables: principal tools -- Appendix B. Linear algebra and stochastic vectors -- Appendix C. Numerical algorithms: a third tool.
摘要、提要註:	Focusing on what actuaries need in practice, this introductory account provides readers with essential tools for handling complex problems and explains how simulation models can be created, used and re-used (with modifications) in related situations. The book begins by outlining the basic tools of modelling and simulation, including a discussion of the Monte Carlo method and its use. Part II deals with general insurance and Part III with life insurance and financial risk. Algorithms that can be implemented on any programming platform are spread throughout and a program library written in R is included. Numerous figures and experiments with R-code illustrate the text. The author's non-technical approach is ideal for graduate students, the only prerequisites being introductory courses in calculus and linear algebra, probability and statistics. The book will also be of value to actuaries and other analysts in the industry looking to update their skills.
電子資源:	https://doi.org/10.1017/CBO9781139020251

Computation and modelling in insurance and finance[electronic resource] /
Bolviken, Erik.

Computation and modelling in insurance and finance[electronic resource] /Computation & Modelling in Insurance & FinanceErik Bolviken. - Cambridge :Cambridge University Press,2014. - xxvi, 685 p. :ill., digital ;24 cm. - International series on actuarial science. - International series on actuarial science..

Introduction -- Part I. Tools for risk analysis -- Part II. General insurance -- Part III. Life insurance and financial risk -- Appendix A. Random variables: principal tools -- Appendix B. Linear algebra and stochastic vectors -- Appendix C. Numerical algorithms: a third tool.

Focusing on what actuaries need in practice, this introductory account provides readers with essential tools for handling complex problems and explains how simulation models can be created, used and re-used (with modifications) in related situations. The book begins by outlining the basic tools of modelling and simulation, including a discussion of the Monte Carlo method and its use. Part II deals with general insurance and Part III with life insurance and financial risk. Algorithms that can be implemented on any programming platform are spread throughout and a program library written in R is included. Numerous figures and experiments with R-code illustrate the text. The author's non-technical approach is ideal for graduate students, the only prerequisites being introductory courses in calculus and linear algebra, probability and statistics. The book will also be of value to actuaries and other analysts in the industry looking to update their skills.

ISBN: 9781139020251Subjects--Topical Terms:

469446
Insurance
--Mathematical models.

LC Class. No.: HG8781 / .B675 2014

Dewey Class. No.: 368.01

Computation and modelling in insurance and finance[electronic resource] /
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