Financial and actuarial statistics : an introduction (Record no. 44753)
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000 -LEADER | |
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fixed length control field | 02898nam a2200229 i 4500 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
ISBN | 9781420085808 (hardback) |
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 332.015195 |
Item number | BOR |
100 1# - MAIN ENTRY--AUTHOR NAME | |
Personal name | Borowiak, Dale S., |
245 10 - TITLE STATEMENT | |
Title | Financial and actuarial statistics : an introduction |
250 ## - EDITION STATEMENT | |
Edition statement | Second Edition. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication | Boca Raton : |
Name of publisher | CRC Press, |
Year of publication | [2014] ©2014 |
300 ## - PHYSICAL DESCRIPTION | |
Number of Pages | xi, 420 pages ; |
520 ## - SUMMARY, ETC. | |
Summary, etc | "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"-- |
520 ## - SUMMARY, ETC. | |
Summary, etc | "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"-- |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Finance |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | Insurance |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | MATHEMATICS / Probability & Statistics / General. |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | MATHEMATICS / General. |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical Term | BUSINESS & ECONOMICS / Finance. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Shapiro, Arnold. |
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 |
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Reference | Main Library | Main Library | Reference | 18/12/2019 | Purchased | 12310.29 | 332.015195 BOR | 015972 | Reference Books |