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Huebner International Series on Risk, Insurance and Economic Security Ser.: Loss Reserving : An Actuarial Perspective by Gregory Taylor (2000, Hardcover)

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Language: English. Number of Pages: 389. Weight: 1.55 lbs. Publication Date: 2000-02-29. Publisher: SPRINGER NATURE.

About this product

Product Information

All property and casualty insurers are required to carry out loss reserving as a statutory accounting function. Thus, loss reserving is an essential sphere of activity, and one with its own specialized body of knowledge. While few books have been devoted to the topic, the amount of published research literature on loss reserving has almost doubled in size during the last fifteen years. Greg Taylor's book aims to provide a comprehensive, state-of-the-art treatment of loss reserving that reflects contemporary research advances to date. Divided into two parts, the book covers both the conventional techniques widely used in practice, and more specialized loss reserving techniques employing stochastic models. Part I, Deterministic Models, covers very practical issues through the abundant use of numerical examples that fully develop the techniques under consideration. Part II, Stochastic Models, begins with a chapter that sets up the additional theoretical material needed to illustrate stochastic modeling. The remaining chapters in Part II are self-contained, and thus can be approached independently of each other. A special feature of the book is the use throughout of a single real life data set to illustrate the numerical examples and new techniques presented. The data set illustrates most of the difficult situations presented in actuarial practice. This book will meet the needs for a reference work as well as for a textbook on loss reserving.

Product Identifiers

Publisher
Springer
ISBN-10
0792385020
ISBN-13
9780792385028
eBay Product ID (ePID)
1764572

Product Key Features

Author
Gregory Taylor
Publication Name
Loss Reserving : an Actuarial Perspective
Format
Hardcover
Language
English
Series
HÜBNER International Series on Risk, Insurance and Economic Security Ser.
Publication Year
2000
Type
Textbook
Number of Pages
Xii, 389 Pages

Dimensions

Item Length
9.3in
Item Width
6.1in
Item Weight
58.2 Oz

Additional Product Features

Series Volume Number
21
Number of Volumes
1 Vol.
Lc Classification Number
Hf4999.2-6182
Table of Content
I Deterministic Models.- 1 Basic Concepts.- 2 Claim Counts.- 3 Claim Amounts - Simple Models.- 4 Claim Amounts - Other Deterministic Models.- 5 Combination of Deterministic Estimates of Liability.- II Stochastic Models.- 6 Stochastic Techniques.- 7 Stochastic Chain Ladder.- 8 Stochastic Models with a GLM Basis.- 9 Credibility Models.- 10 Kalman Filter.- 11 Bootstrap.- 12 Final Estimates of Liability.- Appendix A - Notation.- Appendix B - Data for Numerical Example.
Copyright Date
2000
Topic
Finance / General, Management Science, Insurance / General
Lccn
99-057631
Dewey Decimal
368/.01
Intended Audience
Scholarly & Professional
Dewey Edition
21
Illustrated
Yes
Genre
Business & Economics

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Picture 1 of 1

Huebner International Series on Risk, Insurance and Economic Security Ser.: Loss Reserving : An Actuarial Perspective by Gregory Taylor (2000, Hardcover)

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

All listings for this product

item 1 Loss Reserving: An Actuarial Perspective

item 2 Loss Reserving: An Actuarial Perspective by Gregory Taylor (English) Hardcover B

Best Selling in Textbooks

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Self Heal by Design : The Role of Micro-organisms for Health by Barbara O'Neill (2018, Trade Paperback)

Research Design : Qualitative, Quantitative, and Mixed Methods Approaches by J. David Creswell and John W. Creswell (2022, Trade Paperback)

Diagnostic and Statistical Manual of Mental Disorders : DSM-5-TR by American Psychiatric Association (2022, Hardcover)

Cognitive Behavior Therapy : Basics and Beyond by Judith S. Beck (2020, Hardcover)

Encyclopedia of Counseling : Master Review and Tutorial for the National Counselor Examination, State Counseling Exams, and the Counselor Preparation Comprehensive Examination by Howard Rosenthal (2017, Trade Paperback, Revised edition,New Edition)

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