Taylor & Francis GroupTaylor & Francis Group
Search all titles
  • Login
  • Hi, User  
    • Your Account
    • Logout
  • Search all titles
  • Search all collections
Computational Actuarial Science with R
loading
Computational Actuarial Science with R

Computational Actuarial Science with R

Edited ByArthur Charpentier
Edition 1st Edition
First Published 2014
eBook Published 26 August 2014
Pub. location New York
Imprint Chapman and Hall/CRC
DOIhttps://doi.org/10.1201/b17230
Pages 656 pages
eBook ISBN 9781466592605
SubjectsEconomics, Finance, Business & Industry, Mathematics & Statistics
Get Citation

Get Citation

Charpentier, A. (Ed.). (2015). Computational Actuarial Science with R. New York: Chapman and Hall/CRC, https://doi.org/10.1201/b17230
ABOUT THIS BOOK

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/

TABLE OF CONTENTS
chapter 1|72 pages
Introduction
ByArthur Charpentier, Rob Kaas
View abstract
part |2 pages
I Methodology
chapter 2|52 pages
Standard Statistical Inference
ByChristophe Dutang
View abstract
chapter 3|38 pages
Bayesian Philosophy
View abstract
chapter 4|42 pages
Statistical Learning
View abstract
chapter 5|50 pages
Spatial Analysis
View abstract
chapter 6|30 pages
Reinsurance and Extremal Events
ByEric Gilleland, Mathieu Ribatet
View abstract
part |2 pages
II Life Insurance
chapter 7|30 pages
Life Contingencies
View abstract
chapter 8|26 pages
Prospective Life Tables
View abstract
chapter 9|38 pages
Prospective Mortality Tables and Portfolio Experience
View abstract
chapter 10|24 pages
Survival Analysis
View abstract
part |2 pages
Part III: Finance
chapter 11|20 pages
Stock Prices and Time Series
ByYohan Chalabi and Diethelm Wu¨rtz
View abstract
chapter 12|18 pages
Yield Curves and Interest Rates Models
BySergio S. Guirreri
View abstract
chapter 13|26 pages
Portfolio Allocation
ByYohan Chalabi and Diethelm Wu¨rtz
View abstract
part |2 pages
Part IV: Non-Life Insurance
chapter 14|36 pages
General Insurance Pricing
View abstract
chapter 15|32 pages
Longitudinal Data and Experience Rating
View abstract
chapter 16|40 pages
Claims Reserving and IBNR
View abstract

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/

TABLE OF CONTENTS
chapter 1|72 pages
Introduction
ByArthur Charpentier, Rob Kaas
View abstract
part |2 pages
I Methodology
chapter 2|52 pages
Standard Statistical Inference
ByChristophe Dutang
View abstract
chapter 3|38 pages
Bayesian Philosophy
View abstract
chapter 4|42 pages
Statistical Learning
View abstract
chapter 5|50 pages
Spatial Analysis
View abstract
chapter 6|30 pages
Reinsurance and Extremal Events
ByEric Gilleland, Mathieu Ribatet
View abstract
part |2 pages
II Life Insurance
chapter 7|30 pages
Life Contingencies
View abstract
chapter 8|26 pages
Prospective Life Tables
View abstract
chapter 9|38 pages
Prospective Mortality Tables and Portfolio Experience
View abstract
chapter 10|24 pages
Survival Analysis
View abstract
part |2 pages
Part III: Finance
chapter 11|20 pages
Stock Prices and Time Series
ByYohan Chalabi and Diethelm Wu¨rtz
View abstract
chapter 12|18 pages
Yield Curves and Interest Rates Models
BySergio S. Guirreri
View abstract
chapter 13|26 pages
Portfolio Allocation
ByYohan Chalabi and Diethelm Wu¨rtz
View abstract
part |2 pages
Part IV: Non-Life Insurance
chapter 14|36 pages
General Insurance Pricing
View abstract
chapter 15|32 pages
Longitudinal Data and Experience Rating
View abstract
chapter 16|40 pages
Claims Reserving and IBNR
View abstract
CONTENTS
ABOUT THIS BOOK

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/

TABLE OF CONTENTS
chapter 1|72 pages
Introduction
ByArthur Charpentier, Rob Kaas
View abstract
part |2 pages
I Methodology
chapter 2|52 pages
Standard Statistical Inference
ByChristophe Dutang
View abstract
chapter 3|38 pages
Bayesian Philosophy
View abstract
chapter 4|42 pages
Statistical Learning
View abstract
chapter 5|50 pages
Spatial Analysis
View abstract
chapter 6|30 pages
Reinsurance and Extremal Events
ByEric Gilleland, Mathieu Ribatet
View abstract
part |2 pages
II Life Insurance
chapter 7|30 pages
Life Contingencies
View abstract
chapter 8|26 pages
Prospective Life Tables
View abstract
chapter 9|38 pages
Prospective Mortality Tables and Portfolio Experience
View abstract
chapter 10|24 pages
Survival Analysis
View abstract
part |2 pages
Part III: Finance
chapter 11|20 pages
Stock Prices and Time Series
ByYohan Chalabi and Diethelm Wu¨rtz
View abstract
chapter 12|18 pages
Yield Curves and Interest Rates Models
BySergio S. Guirreri
View abstract
chapter 13|26 pages
Portfolio Allocation
ByYohan Chalabi and Diethelm Wu¨rtz
View abstract
part |2 pages
Part IV: Non-Life Insurance
chapter 14|36 pages
General Insurance Pricing
View abstract
chapter 15|32 pages
Longitudinal Data and Experience Rating
View abstract
chapter 16|40 pages
Claims Reserving and IBNR
View abstract

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/

TABLE OF CONTENTS
chapter 1|72 pages
Introduction
ByArthur Charpentier, Rob Kaas
View abstract
part |2 pages
I Methodology
chapter 2|52 pages
Standard Statistical Inference
ByChristophe Dutang
View abstract
chapter 3|38 pages
Bayesian Philosophy
View abstract
chapter 4|42 pages
Statistical Learning
View abstract
chapter 5|50 pages
Spatial Analysis
View abstract
chapter 6|30 pages
Reinsurance and Extremal Events
ByEric Gilleland, Mathieu Ribatet
View abstract
part |2 pages
II Life Insurance
chapter 7|30 pages
Life Contingencies
View abstract
chapter 8|26 pages
Prospective Life Tables
View abstract
chapter 9|38 pages
Prospective Mortality Tables and Portfolio Experience
View abstract
chapter 10|24 pages
Survival Analysis
View abstract
part |2 pages
Part III: Finance
chapter 11|20 pages
Stock Prices and Time Series
ByYohan Chalabi and Diethelm Wu¨rtz
View abstract
chapter 12|18 pages
Yield Curves and Interest Rates Models
BySergio S. Guirreri
View abstract
chapter 13|26 pages
Portfolio Allocation
ByYohan Chalabi and Diethelm Wu¨rtz
View abstract
part |2 pages
Part IV: Non-Life Insurance
chapter 14|36 pages
General Insurance Pricing
View abstract
chapter 15|32 pages
Longitudinal Data and Experience Rating
View abstract
chapter 16|40 pages
Claims Reserving and IBNR
View abstract
ABOUT THIS BOOK
ABOUT THIS BOOK

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/

TABLE OF CONTENTS
chapter 1|72 pages
Introduction
ByArthur Charpentier, Rob Kaas
View abstract
part |2 pages
I Methodology
chapter 2|52 pages
Standard Statistical Inference
ByChristophe Dutang
View abstract
chapter 3|38 pages
Bayesian Philosophy
View abstract
chapter 4|42 pages
Statistical Learning
View abstract
chapter 5|50 pages
Spatial Analysis
View abstract
chapter 6|30 pages
Reinsurance and Extremal Events
ByEric Gilleland, Mathieu Ribatet
View abstract
part |2 pages
II Life Insurance
chapter 7|30 pages
Life Contingencies
View abstract
chapter 8|26 pages
Prospective Life Tables
View abstract
chapter 9|38 pages
Prospective Mortality Tables and Portfolio Experience
View abstract
chapter 10|24 pages
Survival Analysis
View abstract
part |2 pages
Part III: Finance
chapter 11|20 pages
Stock Prices and Time Series
ByYohan Chalabi and Diethelm Wu¨rtz
View abstract
chapter 12|18 pages
Yield Curves and Interest Rates Models
BySergio S. Guirreri
View abstract
chapter 13|26 pages
Portfolio Allocation
ByYohan Chalabi and Diethelm Wu¨rtz
View abstract
part |2 pages
Part IV: Non-Life Insurance
chapter 14|36 pages
General Insurance Pricing
View abstract
chapter 15|32 pages
Longitudinal Data and Experience Rating
View abstract
chapter 16|40 pages
Claims Reserving and IBNR
View abstract

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/

TABLE OF CONTENTS
chapter 1|72 pages
Introduction
ByArthur Charpentier, Rob Kaas
View abstract
part |2 pages
I Methodology
chapter 2|52 pages
Standard Statistical Inference
ByChristophe Dutang
View abstract
chapter 3|38 pages
Bayesian Philosophy
View abstract
chapter 4|42 pages
Statistical Learning
View abstract
chapter 5|50 pages
Spatial Analysis
View abstract
chapter 6|30 pages
Reinsurance and Extremal Events
ByEric Gilleland, Mathieu Ribatet
View abstract
part |2 pages
II Life Insurance
chapter 7|30 pages
Life Contingencies
View abstract
chapter 8|26 pages
Prospective Life Tables
View abstract
chapter 9|38 pages
Prospective Mortality Tables and Portfolio Experience
View abstract
chapter 10|24 pages
Survival Analysis
View abstract
part |2 pages
Part III: Finance
chapter 11|20 pages
Stock Prices and Time Series
ByYohan Chalabi and Diethelm Wu¨rtz
View abstract
chapter 12|18 pages
Yield Curves and Interest Rates Models
BySergio S. Guirreri
View abstract
chapter 13|26 pages
Portfolio Allocation
ByYohan Chalabi and Diethelm Wu¨rtz
View abstract
part |2 pages
Part IV: Non-Life Insurance
chapter 14|36 pages
General Insurance Pricing
View abstract
chapter 15|32 pages
Longitudinal Data and Experience Rating
View abstract
chapter 16|40 pages
Claims Reserving and IBNR
View abstract
Taylor & Francis Group
Policies
  • Privacy Policy
  • Terms & Conditions
  • Cookie Policy
Journals
  • Taylor & Francis Online
  • CogentOA
Corporate
  • Taylor & Francis
    Group
  • Taylor & Francis Group
Help & Contact
  • Students/Researchers
  • Librarians/Institutions

Connect with us

Registered in England & Wales No. 3099067
5 Howick Place | London | SW1P 1WG © 2018 Informa UK Limited