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Computational Actuarial Science with R

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Computational Actuarial Science with R

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Overview

A Hands-On Approach to Understanding and Using Actuarial ModelsComputational Actuarial Science with R provides an introduction to the computational aspects of actuarial science. Using simple R code, the book helps you understand the algorithms involved in actuarial computations. It also covers more advanced topics, such as parallel computing and C/

Product Details

ISBN-13:	9781498759823
Publisher:	CRC Press
Publication date:	08/26/2014
Series:	Chapman & Hall/CRC The R Series
Sold by:	Barnes & Noble
Format:	eBook
Pages:	656
File size:	5 MB

About the Author

Arthur Charpentier is a professor of actuarial science at the University of Quebec at Montreal. He is a fellow of the French Institute of Actuaries and holds a PhD in applied mathematics from K.U. Leuven. Dr. Charpentier is the co-author of two textbooks on mathematical models of nonlife insurance and has published several articles in peer-reviewed journals. He is also the editor of the blog freakonometrics.hypotheses.org

Introduction. METHODOLOGY: Standard Statistical Inference. Bayesian Philosophy. Statistical Learning. Spatial Analysis. Reinsurance and Extremal Events. LIFE INSURANCE: Life Contingencies. Prospective Life Tables. Prospective Mortality Tables and Portfolio Experience. Survival Analysis. FINANCE: Stock Prices and Time Series. Yield Curves and Interest Rates Models. Portfolio Allocation. NON-LIFE INSURANCE: General Insurance Pricing. Longitudinal Models and Experience Rating. Claims Reserving and IBNR. Bibliography. Index. R Command Index.

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Editorial Reviews

"… the main objective of the book is that the reader gets interested in the topic and plays with the presented models and R codes in an active way. I have experienced that this goal can be easily reached for a large audience of readers because the presentation of the various arguments encourages an active learning of the concepts ‘without being burdened by the theory.’"
—International Statistical Review, 83, 2015

"… worthwhile reading and can be recommended to anyone who is interested in the computational aspects of actuarial science. The book contains many detailed worked examples, with R code fully integrated into the text. … the book provides information and code that readers with any quantitative background can gain something from. It will naturally appeal to actuaries of all calibers, but it has a much wider audience of quantitative analysts using R for statistical modeling and data analysis in various fields. There are also good reasons to recommend this book to any science library."
—Journal of the Royal Statistical Society, Series A, 2015

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Computational Actuarial Science with R

Computational Actuarial Science with R

eBook

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Overview

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About the Author

Table of Contents

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Overview

Product Details

About the Author

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