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Financial and actuarial statistics :...

Borowiak, Dale S., (1952-)

Financial and actuarial statistics :an introduction /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Financial and actuarial statistics :Dale S. Borowiak, Arnold F. Shapiro.
Reminder of title:	an introduction /
Author:	Borowiak, Dale S.,
other author:	Shapiro, Arnold.
Published:	Boca Raton :Chapman and Hall/CRC,c2014
Description:	xi, 420 p. :ill. ;25 cm.
Subject:	FinanceStatistical methods.
ISBN:	9781420085808 (hbk.) :

Financial and actuarial statistics :an introduction /
Borowiak, Dale S.,1952-

Financial and actuarial statistics :an introduction /Dale S. Borowiak, Arnold F. Shapiro. - 2nd ed. - Boca Raton :Chapman and Hall/CRC,c2014 - xi, 420 p. :ill. ;25 cm.

Includes bibliographical references (p. 379-383) and indexes.

"Presenting a unique interface between statistics and financial/actuarial topics, this second edition provides a solid background for students preparing for a career in actuarial science. It explores novel research areas and adds more problems, along with a new solutions section. This edition also includes a new chapter on Markov chain theory with applications to mortality and multiple decrement mortality table modeling, a presentation of model checking diagnostics that covers diagnostics for mortality tables, and an expanded discussion on option pricing with examples"--

ISBN: 9781420085808 (hbk.) :NT$2597

LCCN: 2013037012Subjects--Topical Terms:

240075
Finance
--Statistical methods.

LC Class. No.: HG176.5 / .B67 2014

Dewey Class. No.: 332.01/5195

Financial and actuarial statistics :an introduction /
LDR:03067nam a2200253 a 4500 001 427319
003 DLC
005 20130920153358.0
008 140917s2014 flua b 001 0 eng
010 $a 2013037012
020 $a 9781420085808 (hbk.) : $c NT$2597
020 $a 1420085808 (hbk.)
035 $a 2013037012
040 $a DLC $b eng $c DLC
042 $a pcc
050 0 0 $a HG176.5 $b .B67 2014
082 0 0 $a 332.01/5195 $2 23
084 $a MAT029000 $a MAT000000 $a BUS027000 $2 bisacsh
100 1 $a Borowiak, Dale S., $d 1952- $3 183733
245 1 0 $a Financial and actuarial statistics : $b an introduction / $c Dale S. Borowiak, Arnold F. Shapiro.
250 $a 2nd ed.
260 $a Boca Raton : $b Chapman and Hall/CRC, $c c2014
300 $a xi, 420 p. : $b ill. ; $c 25 cm.
504 $a Includes bibliographical references (p. 379-383) and indexes.
520 $a "Presenting a unique interface between statistics and financial/actuarial topics, this second edition provides a solid background for students preparing for a career in actuarial science. It explores novel research areas and adds more problems, along with a new solutions section. This edition also includes a new chapter on Markov chain theory with applications to mortality and multiple decrement mortality table modeling, a presentation of model checking diagnostics that covers diagnostics for mortality tables, and an expanded discussion on option pricing with examples"-- $c Provided by publisher.
520 $a "Preface Financial and actuarial modeling is an ever-changing field with an increased reliance on statistical techniques. This is seen in the changing of competency exams, especially at the upper levels, where topics include more statistical concepts and techniques. In the years since the first edition was published statistical techniques such as reliability measurement, simulation, regression, and Markov chain modeling have become more prominent. This influx in statistics has put an increased pressure on students to secure both strong mathematical and statistical backgrounds and the knowledge of statistical techniques in order to have successful careers. As in the first edition, this text approaches financial and actuarial modeling from a statistical point of view. The goal of this text is twofold. The first is to provide students and practitioners a source for required mathematical and statistical background. The second is to advance the application and theory of statistics in financial and actuarial modeling. This text presents a unified approach to both financial and actuarial modeling through the utilization of general status structures. Future timedependent financial actions are defined in terms of a status structure that may be either deterministic or stochastic. Deterministic status structures lead to classical interest and annuity models, investment pricing models, and aggregate claim models. Stochastic status structures are used to develop financial and actuarial models, such as surplus models, life insurance, and life annuity models. This edition is updated with the addition of nomenclature and notations standard to the actuarial field"-- $c Provided by publisher.
650 0 $a Finance $x Statistical methods. $3 240075
650 0 $a Insurance $x Statistical methods. $3 183041
650 0 $a Finance $x Mathematical models. $3 183782
650 0 $a Insurance $x Mathematical models. $3 183042
650 7 $a MATHEMATICS / Probability & Statistics / General. $2 bisacsh $3 603543
650 7 $a MATHEMATICS / General. $2 bisacsh $3 671259
650 7 $a BUSINESS & ECONOMICS / Finance. $2 bisacsh $3 564347
700 1 $a Shapiro, Arnold. $3 237814