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Solutions manual to accompany Loss models : from data to decisions / Stuart A. Klugman, Harry H. Panjer, Gordon E. Willmot.

By: Contributor(s): Material type: TextTextSeries: Wiley series in probability and mathematical statisticsPublisher: New York ; Chichester : Wiley, [2004]Copyright date: ©2004Edition: Second editionDescription: vii, 254 pages ; 23 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 0471227625
  • 9780471227625
Other title:
  • Accompany Loss models
Contained works:
  • Klugman, Stuart A., 1949- Loss models
Subject(s): DDC classification:
  • 368.01 21
LOC classification:
  • HG8781 .K5832 2004
Contents:
Preface -- Acknowledgments -- 1. Introduction - A Model-Based Approach to Actuarial Science -- 2. Loss Distributions - Models for the Amount of a Single Payment -- 3. Frequency Distributions - Models for the Number of Payments -- 4. Aggregate Loss Models -- 5. Credibility Theory -- 6. Long-Term Models -- App. A. An Inventory of Continuous Distributions -- App. B. An Inventory of Discrete Distributions -- App. C. The Simplex Method -- App. D. Frequency and Severity Relationships -- App. E. Limited Expected Value Calculations -- App. F. The Recursive Formula -- App. G. Discretization of the Severity Distribution -- App. H. Simulation -- App. I. Answers to Selected Exercises -- References -- Index.
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Preface -- Acknowledgments -- 1. Introduction - A Model-Based Approach to Actuarial Science -- 2. Loss Distributions - Models for the Amount of a Single Payment -- 3. Frequency Distributions - Models for the Number of Payments -- 4. Aggregate Loss Models -- 5. Credibility Theory -- 6. Long-Term Models -- App. A. An Inventory of Continuous Distributions -- App. B. An Inventory of Discrete Distributions -- App. C. The Simplex Method -- App. D. Frequency and Severity Relationships -- App. E. Limited Expected Value Calculations -- App. F. The Recursive Formula -- App. G. Discretization of the Severity Distribution -- App. H. Simulation -- App. I. Answers to Selected Exercises -- References -- Index.

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