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Computation and modelling in insuran...

Bolviken, Erik.

Computation and modelling in insurance and finance

Record Type:	Electronic resources : Monograph/item
Title/Author:	Computation and modelling in insurance and financeErik Bolviken.
remainder title:	Computation & Modelling in Insurance & Finance
Author:	Bolviken, Erik.
Published:	Cambridge :Cambridge University Press,2014.
Description:	xxvi, 685 p. :ill., digital ;24 cm.
Subject:	InsuranceMathematical models.
Online resource:	https://doi.org/10.1017/CBO9781139020251
ISBN:	9781139020251$q(electronic bk.)

Computation and modelling in insurance and finance
Bolviken, Erik.

Computation and modelling in insurance and finance[electronic resource] /Computation & Modelling in Insurance & FinanceErik Bolviken. - Cambridge :Cambridge University Press,2014. - xxvi, 685 p. :ill., digital ;24 cm. - International series on actuarial science. - International series on actuarial science..

Introduction -- 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.

Focusing 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.

ISBN: 9781139020251$q(electronic bk.)Subjects--Topical Terms:

183042
Insurance
--Mathematical models.

LC Class. No.: HG8781 / .B675 2014

Dewey Class. No.: 368.01

Computation and modelling in insurance and finance
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245 1 0 $a Computation and modelling in insurance and finance $h [electronic resource] / $c Erik Bolviken.
246 3 $a Computation & Modelling in Insurance & Finance
260 $a Cambridge : $b Cambridge University Press, $c 2014.
300 $a xxvi, 685 p. : $b ill., digital ; $c 24 cm.
490 1 $a International series on actuarial science
505 0 $a Introduction -- 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 $a Focusing 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 $a Insurance $x Mathematical models. $3 183042
650 0 $a Finance $x Mathematical models. $3 183782
830 0 $a International series on actuarial science. $3 544941
856 4 0 $u https://doi.org/10.1017/CBO9781139020251