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The Resource A Course in Credibility Theory and its Applications, by Hans Bühlmann, Alois Gisler, (electronic book)

A Course in Credibility Theory and its Applications, by Hans Bühlmann, Alois Gisler, (electronic book)

Label
A Course in Credibility Theory and its Applications
Title
A Course in Credibility Theory and its Applications
Statement of responsibility
by Hans Bühlmann, Alois Gisler
Creator
Contributor
Subject
Language
eng
Summary
"The book is aimed at teachers and students as well as practising experts in the financial area, in particular at actuaries in the field of property-casualty insurance, life insurance, reinsurance and insurance supervision. Persons working in the wider world of finance will also find many relevant ideas and examples even though credibility methods have not yet been widely applied here." "The text combines scientific rigour with direct practical applicability. It is based on courses given by the two authors at ETH Zurich. These courses have undergone considerable changes over time. "A Course in Credibility Theory and its Applications" is the final product of this evolution. It covers the subject of Credibility Theory extensively and includes most aspects of this topic from the simplest case to the most general dynamic model. The first four chapters contain plenty of material for a first course on Credibility. The whole text is intended as a full one year course at intermediate to advanced level." "Credibility is a lifeless topic if it is not linked closely to practical applications. The book therefore treats explicitly the tasks which the actuary encounters in his daily work such as estimation of loss ratios, claim frequencies and claim sizes. The models are worked out in detail (including the estimation of structural parameters) so that they can immediately be applied in practice. Most exercises are based on real insurance data and real situations from practice and many of them have the characteristics of a case study. The extension to practical problems arising from the general area of finance is often quite straightforward." "This book deserves a place on the bookshelf of every actuary and mathematician who works, teaches or does research in the area of insurance and finance."--Jacket
Member of
Characteristic
online system or service
http://library.link/vocab/creatorName
Bühlmann, Hans
Image bit depth
0
http://library.link/vocab/relatedWorkOrContributorName
Gisler, Alois
Series statement
Universitext
http://library.link/vocab/subjectName
  • Economics
  • Finance
Label
A Course in Credibility Theory and its Applications, by Hans Bühlmann, Alois Gisler, (electronic book)
Instantiates
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references (p. [323]-327) and index
Color
not applicable
Dimensions
unknown
File format
multiple file formats
Isbn
9783540292739
Level of compression
uncompressed
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
Label
A Course in Credibility Theory and its Applications, by Hans Bühlmann, Alois Gisler, (electronic book)
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references (p. [323]-327) and index
Color
not applicable
Dimensions
unknown
File format
multiple file formats
Isbn
9783540292739
Level of compression
uncompressed
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote

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