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 : 65. 81 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.

A Course In Credibility Theory And Its Applications

Author : Hans Bühlmann
ISBN : 3540257535
Genre : Mathematics
File Size : 52. 70 MB
Format : PDF, ePub, Docs
Download : 378
Read : 221

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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.

Actuarial Mathematics For Life Contingent Risks

Author : David C. M. Dickson
ISBN : 9781107044074
Genre : Business & Economics
File Size : 28. 51 MB
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This groundbreaking text has been augmented with new material and fully updated to prepare students for the new-style MLC exam.

The Classical Decision Problem

Author : Egon Börger
ISBN : 3540423249
Genre : Mathematics
File Size : 55. 70 MB
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This book offers a comprehensive treatment of the classical decision problem of mathematical logic and of the role of the classical decision problem in modern computer science. The text presents a revealing analysis of the natural order of decidable and undecidable cases and includes a number of simple proofs and exercises.

A Course On Mathematical Logic

Author : Shashi Mohan Srivastava
ISBN : 9781461457466
Genre : Mathematics
File Size : 40. 82 MB
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This is a short, modern, and motivated introduction to mathematical logic for upper undergraduate and beginning graduate students in mathematics and computer science. Any mathematician who is interested in getting acquainted with logic and would like to learn Gödel’s incompleteness theorems should find this book particularly useful. The treatment is thoroughly mathematical and prepares students to branch out in several areas of mathematics related to foundations and computability, such as logic, axiomatic set theory, model theory, recursion theory, and computability. In this new edition, many small and large changes have been made throughout the text. The main purpose of this new edition is to provide a healthy first introduction to model theory, which is a very important branch of logic. Topics in the new chapter include ultraproduct of models, elimination of quantifiers, types, applications of types to model theory, and applications to algebra, number theory and geometry. Some proofs, such as the proof of the very important completeness theorem, have been completely rewritten in a more clear and concise manner. The new edition also introduces new topics, such as the notion of elementary class of structures, elementary diagrams, partial elementary maps, homogeneous structures, definability, and many more.

Motivic Homotopy Theory

Author : Bjorn Ian Dundas
ISBN : 9783540458975
Genre : Mathematics
File Size : 33. 57 MB
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This book is based on lectures given at a summer school on motivic homotopy theory at the Sophus Lie Centre in Nordfjordeid, Norway, in August 2002. Aimed at graduate students in algebraic topology and algebraic geometry, it contains background material from both of these fields, as well as the foundations of motivic homotopy theory. It will serve as a good introduction as well as a convenient reference for a broad group of mathematicians to this important and fascinating new subject. Vladimir Voevodsky is one of the founders of the theory and received the Fields medal for his work, and the other authors have all done important work in the subject.

Mathematical Modeling For The Life Sciences

Author : Jacques Istas
ISBN : 9783540278771
Genre : Mathematics
File Size : 59. 85 MB
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Provides a wide range of mathematical models currently used in the life sciences Each model is thoroughly explained and illustrated by example Includes three appendices to allow for independent reading

Statistics Of Financial Markets

Author : Jürgen Franke
ISBN : 9783642545399
Genre : Business & Economics
File Size : 56. 20 MB
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Now in its fourth edition, this book offers a detailed yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods of evaluating option contracts, analyzing financial time series, selecting portfolios and managing risks based on realistic assumptions about market behavior. The focus is both on the fundamentals of mathematical finance and financial time series analysis, and on applications to given problems concerning financial markets, thus making the book the ideal basis for lectures, seminars and crash courses on the topic. For this new edition the book has been updated and extensively revised and now includes several new aspects, e.g. new chapters on long memory models, copulae and CDO valuation. Practical exercises with solutions have also been added. Both R and Matlab Code, together with the data, can be downloaded from the book’s product page and www.quantlet.de

Qualitative Theory Of Planar Differential Systems

Author : Freddy Dumortier
ISBN : 3540329021
Genre : Mathematics
File Size : 22. 9 MB
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This book deals with systems of polynomial autonomous ordinary differential equations in two real variables. The emphasis is mainly qualitative, although attention is also given to more algebraic aspects as a thorough study of the center/focus problem and recent results on integrability. In the last two chapters the performant software tool P4 is introduced. From the start, differential systems are represented by vector fields enabling, in full strength, a dynamical systems approach. All essential notions, including invariant manifolds, normal forms, desingularization of singularities, index theory and limit cycles, are introduced and the main results are proved for smooth systems with the necessary specifications for analytic and polynomial systems.

Non Life Insurance Pricing With Generalized Linear Models

Author : Esbjörn Ohlsson
ISBN : 3642107915
Genre : Mathematics
File Size : 37. 43 MB
Format : PDF
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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.

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