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Computation and modelling in insurance and finance /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Computation and modelling in insurance and finance // Erik Bølviken.
remainder title:	Computation & Modelling in Insurance & Finance
Author:	Bølviken, Erik,
Description:	1 online resource (xxvi, 685 pages) :digital, PDF file(s). :
Notes:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
Subject:	Insurance - Mathematical models. -
Online resource:	https://doi.org/10.1017/CBO9781139020251
ISBN:	9781139020251 (ebook)

Computation and modelling in insurance and finance /
Bølviken, Erik,

Computation and modelling in insurance and finance /Computation & Modelling in Insurance & FinanceErik Bølviken. - 1 online resource (xxvi, 685 pages) :digital, PDF file(s). - International series on actuarial science. - International series on actuarial science..

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

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 (ebook)Subjects--Topical Terms:

677774
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 / $c Erik Bølviken.
246 3 $a Computation & Modelling in Insurance & Finance
264 1 $a Cambridge : $b Cambridge University Press, $c 2014.
300 $a 1 online resource (xxvi, 685 pages) : $b digital, PDF file(s).
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490 1 $a International series on actuarial science
500 $a Title from publisher's bibliographic system (viewed on 05 Oct 2015).
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 677774
650 0 $a Finance $x Mathematical models. $3 557653
776 0 8 $i Print version: $z 9780521830485
830 0 $a International series on actuarial science. $3 1156743
856 4 0 $u https://doi.org/10.1017/CBO9781139020251