| 000 | 02578nam a2200385 i 4500 | ||
|---|---|---|---|
| 001 | CR9781139020251 | ||
| 003 | UkCbUP | ||
| 005 | 20240905181851.0 | ||
| 006 | m|||||o||d|||||||| | ||
| 007 | cr|||||||||||| | ||
| 008 | 141103s2014||||enk o ||1 0|eng|d | ||
| 020 | _a9781139020251 (ebook) | ||
| 020 | _z9780521830485 (hardback) | ||
| 040 |
_aUkCbUP _beng _erda _cUkCbUP |
||
| 050 | 0 | 0 |
_aHG8781 _b.B675 2014 |
| 082 | 0 | 0 |
_a368/.01 _223 |
| 100 | 1 |
_aBølviken, Erik, _eauthor. |
|
| 245 | 1 | 0 |
_aComputation and modelling in insurance and finance / _cErik Bølviken. |
| 246 | 3 | _aComputation & Modelling in Insurance & Finance | |
| 264 | 1 |
_aCambridge : _bCambridge University Press, _c2014. |
|
| 300 |
_a1 online resource (xxvi, 685 pages) : _bdigital, PDF file(s). |
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| 336 |
_atext _btxt _2rdacontent |
||
| 337 |
_acomputer _bc _2rdamedia |
||
| 338 |
_aonline resource _bcr _2rdacarrier |
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| 490 | 1 | _aInternational series on actuarial science | |
| 500 | _aTitle from publisher's bibliographic system (viewed on 05 Oct 2015). | ||
| 505 | 0 | _aIntroduction -- 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. | |
| 520 | _aFocusing 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. | ||
| 650 | 0 |
_aInsurance _xMathematical models. |
|
| 650 | 0 |
_aFinance _xMathematical models. |
|
| 776 | 0 | 8 |
_iPrint version: _z9780521830485 |
| 830 | 0 | _aInternational series on actuarial science. | |
| 856 | 4 | 0 | _uhttps://doi.org/10.1017/CBO9781139020251 |
| 942 |
_2ddc _cEB |
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| 999 |
_c8904 _d8904 |
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