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008 150903s2005 gw | o |||| 0|eng d
020 _a9783540292739
_99783540292739
024 7 _a10.1007/354029273-X
_2doi
035 _avtls000347299
039 9 _a201509030444
_bVLOAD
_c201404121404
_dVLOAD
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_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aHB135-147
100 1 _aBühlmann, Hans.
_eautor
_9328216
245 1 2 _aA Course in Credibility Theory and its Applications /
_cby Hans Bühlmann, Alois Gisler.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2005.
300 _axviii, 338 páginas 31 ilustraciones, 22 ilustraciones en color.
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aUniversitext
500 _aSpringer eBooks
505 0 _aThe Bayes Premium -- Credibility Estimators -- The Bühlmann-Straub Model -- Treatment of Large Claims in Credibility -- Hierarchical Credibility -- Multidimensional Credibility -- Credibility in the Regression Case -- Evolutionary Credibility Models and Recursive Calculation -- Multidimensional Evolutionary Models and Recursive Calculation.
520 _aThe book is aimed at teachers and students as well as practising experts in the financial area, in particular at actuaries in the field of property-casualty insurance, life insurance, reinsurance and insurance supervision. Persons working in the wider world of finance will also find many relevant ideas and examples even though credibility methods have not yet been widely applied here. The text combines scientific rigour with direct practical applicability. It is based on courses given by the two authors at ETH Zürich. These courses have undergone considerable changes over time. "A Course in Credibility Theory and its Applications" is the final product of this evolution. It covers the subject of Credibility Theory extensively and includes most aspects of this topic from the simplest case to the most general dynamic model. The first four chapters contain plenty of material for a first course on Credibility. The whole text is intended as a full one year course at intermediate to advanced level. Credibility is a lifeless topic if it is not linked closely to practical applications. The book therefore treats explicitly the tasks which the actuary encounters in his daily work such as estimation of loss ratios, claim frequencies and claim sizes. The models are worked out in detail (including the estimation of structural parameters) so that they can immediately be applied in practice. Most exercises are based on real insurance data and real situations from practice and many of them have the characteristics of a case study. The extension to practical problems arising from the general area of finance is often quite straightforward. This book deserves a place on the bookshelf of every actuary and mathematician who works, teaches or does research in the area of insurance and finance.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
700 1 _aGisler, Alois.
_eautor
_9328217
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9783540257530
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/3-540-29273-X
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
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999 _c294561
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