Computational Actuarial Science With R
商品資訊
系列名：Chapman & Hall/Crc the R Series
ISBN13：9781466592599
出版社：Taylor & Francis
作者：Arthur Charpentier (EDT)
出版日：2014/04/02
裝訂／頁數：精裝／500頁
規格：26cm*18.4cm*3.8cm (高/寬/厚)
商品簡介
Taking a broad approach, this book explores recent developments in statistics that have impacted actuarial science. It covers inference, Bayesian methods, statistical learning, spatial analysis, and estimation before moving on to specific insurance and finance issues and applications. Each chapter describes a theoretical model, presents the core of the R code to show how the algorithm works, and then includes illustrations of the implementations.
作者簡介
Arthur Charpentier is a professor of actuarial science at the University of Quebec at Montreal. He is a fellow of the French Institute of Actuaries and holds a PhD in applied mathematics from K.U. Leuven. Dr. Charpentier is the co-author of two textbooks on mathematical models of nonlife insurance and has published several articles in peer-reviewed journals. He is also the editor of the blog freakonometrics.hypotheses.org
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