a course in credibility theory and its applications universitext

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A Course In Credibility Theory And Its Applications

Author : Hans Bühlmann
ISBN : 9783540292739
Genre : Mathematics
File Size : 34. 26 MB
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This book is ideal for practicing experts in particular actuaries in the field of property-casualty insurance, life insurance, reinsurance and insurance supervision, as well as teachers and students. It provides an exploration of Credibility Theory, covering most aspects of this topic from the simplest case to the most detailed dynamic model. The book closely examines the tasks an actuary encounters daily: estimation of loss ratios, claim frequencies and claim sizes.


Author : Hans U. Gerber
ISBN : 9783642713101
Genre : Business & Economics
File Size : 66. 21 MB
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A Course On Rough Paths

Author : Peter K. Friz
ISBN : 3319083333
Genre :
File Size : 50. 52 MB
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Non Life Insurance Pricing With Generalized Linear Models

Author : Esbjörn Ohlsson
ISBN : 3642107915
Genre : Mathematics
File Size : 68. 13 MB
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Non-life insurance pricing is the art of setting the price of an insurance policy, taking into consideration varoius properties of the insured object and the policy holder. Introduced by British actuaries generalized linear models (GLMs) have become today a the standard aproach for tariff analysis. The book focuses on methods based on GLMs that have been found useful in actuarial practice and provides a set of tools for a tariff analysis. Basic theory of GLMs in a tariff analysis setting is presented with useful extensions of standarde GLM theory that are not in common use. The book meets the European Core Syllabus for actuarial education and is written for actuarial students as well as practicing actuaries. To support reader real data of some complexity are provided at www.math.su.se/GLMbook.

Proof Theory

Author : Wolfram Pohlers
ISBN : 354069319X
Genre : Mathematics
File Size : 89. 33 MB
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The kernel of this book consists of a series of lectures on in?nitary proof theory which I gave during my time at the Westfalische ̈ Wilhelms–Universitat ̈ in Munster ̈ . It was planned as a successor of Springer Lecture Notes in Mathematics 1407. H- ever, when preparing it, I decided to also include material which has not been treated in SLN 1407. Since the appearance of SLN 1407 many innovations in the area of - dinal analysis have taken place. Just to mention those of them which are addressed in this book: Buchholz simpli?ed local predicativity by the invention of operator controlled derivations (cf. Chapter 9, Chapter 11); Weiermann detected applications of methods of impredicative proof theory to the characterization of the provable recursive functions of predicative theories (cf. Chapter 10); Beckmann improved Gentzen’s boundedness theorem (which appears as Stage Theorem (Theorem 6. 6. 1) in this book) to Theorem 6. 6. 9, a theorem which is very satisfying in itself - though its real importance lies in the ordinal analysis of systems, weaker than those treated here. Besides these innovations I also decided to include the analysis of the theory (? –REF) as an example of a subtheory of set theory whose ordinal analysis only 2 0 requires a ?rst step into impredicativity. The ordinal analysis of(? –FXP) of non- 0 1 0 monotone? –de?nable inductive de?nitions in Chapter 13 is an application of the 1 analysis of(? –REF).

Introductory Lectures On Fluctuations Of L Vy Processes With Applications

Author : Andreas E. Kyprianou
ISBN : 3540313435
Genre : Mathematics
File Size : 38. 38 MB
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This textbook forms the basis of a graduate course on the theory and applications of Lévy processes, from the perspective of their path fluctuations. The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results and applications often focus on the case of Lévy processes with jumps in only one direction, for which recent theoretical advances have yielded a higher degree of mathematical transparency and explicitness.

A Course On Mathematical Logic

Author : Shashi Mohan Srivastava
ISBN : 0387762779
Genre : Mathematics
File Size : 72. 54 MB
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This book provides a distinctive, well-motivated introduction to mathematical logic. It starts with the definition of first order languages, proceeds through propositional logic, completeness theorems, and finally the two Incompleteness Theorems of Godel.

Analysis Ii

Author : Vladimir A. Zorich
ISBN : 3540462317
Genre : Mathematics
File Size : 30. 82 MB
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Ausführlich, klar, exakt, solide: die Anfänge der Analysis in 2 Bänden. Von der Einführung der reellen Zahlen bis hin zu fortgeschrittenen Themen wie u.a. Differenzialformen auf Mannigfaltigkeiten, asymptotische Betrachtungen, Fourier-, Laplace- und Legendre-Transformationen, elliptische Funktionen und Distributionen. Deutlich auf naturwissenschaftliche Fragen ausgerichtet, erläutert dieses Werk detailliert Begriffe, Inhalte und Sätze der Integral- und Differenzialrechnung. Die Fülle hilfreicher Beispiele, Aufgaben und Anwendungen ist selten in Analysisbüchern zu finden. Band 2 beschreibt den heutigen Stand der klassischen Analysis.

Aspects Of Brownian Motion

Author : Roger Mansuy
ISBN : 3540499660
Genre : Mathematics
File Size : 22. 21 MB
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Stochastic calculus and excursion theory are very efficient tools for obtaining either exact or asymptotic results about Brownian motion and related processes. This book focuses on special classes of Brownian functionals, including Gaussian subspaces of the Gaussian space of Brownian motion; Brownian quadratic funtionals; Brownian local times; Exponential functionals of Brownian motion with drift; Time spent by Brownian motion below a multiple of its one-sided supremum.

Introduction To Credibility Theory

Author : Thomas N. Herzog
ISBN : 1566983746
Genre : Business & Economics
File Size : 62. 27 MB
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