Actuarial models : the mathematics of insurance (Record no. 44750)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02147nam a2200181 i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781482227062 (hardcover : alk. paper) |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 368.01 |
| Item number | ROT |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Rotarʹ, Vladimir. I. |
| 245 10 - TITLE STATEMENT | |
| Title | Actuarial models : the mathematics of insurance |
| 250 ## - EDITION STATEMENT | |
| Edition statement | Second edition. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Boca Raton, FL : |
| Name of publisher | CRC Press, |
| Year of publication | 2015 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xix, 634 pages : |
| Other physical details | illustrations ; |
| 500 ## - GENERAL NOTE | |
| General note | Includes index |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Some preliminary notions and facts from probability theory, the theory of interest, and calculus[superscript 1] --<br/>Ch. 1. Comparison of random variables : preferences of individuals --<br/>Ch. 2. An individual risk model for a short period --<br/>Ch. 3. Conditional expectations --<br/>Ch. 4. A collective risk model for a short period --<br/>Ch. 5. Random processes : I. Counting and compound processes : Markov chains : modeling claim and cash flows --<br/>Ch. 6. Random processes : II. Brownian motion and martingales : hitting times --<br/>Ch. 7. Global characteristics of the surplus process : ruin models : models with paying dividends --<br/>Ch. 8. Survival distributions --<br/>Ch. 9. Life insurance models --<br/>Ch. 10. Annuity models --<br/>Ch. 11. Premiums and reserves --<br/>Ch. 12. Risk exchange : reinsurance and coinsurance. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | <br/>"Ideal for students preparing for level 300 actuarial exams in the US, Actuarial Models: The Mathematics of Insurance provides a comprehensive exposition of insurance processes models and presents mathematical setups and methods used in Actuarial Modeling. Divided into three self-contained and explicitly designated parts of different levels of difficulty, this book examines standard as well as advanced topics such as modern utility theory, martingale technique, models with payments of dividends, reinsurance models, and classification of distributions. The book includes numerous examples, practice problems, and exercises on numerical calculations using Excel. It includes also preliminary examination material for the Society of Actuaries and the Casualty Actuarial Society (CAS), providing, in particular, real problems from past CAS exams." |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Insurance |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Reference Books |
| Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|---|
| Reference | Main Library | Main Library | Reference | 18/12/2019 | Purchased | 12310.29 | 368.01 ROT | 015969 | Reference Books |