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Advances in the Statistical Sciences : Actuarial Science :  Actuarial Science - Ian B. McNeill

Advances in the Statistical Sciences : Actuarial Science

Actuarial Science

By: Ian B. McNeill (Editor), G. J. Umphrey (Editor)

Hardcover Published: December 1986
ISBN: 9789027723987
Number Of Pages: 252

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Title is also available as part of a set: Advances in the Statistical Sciences: Actuarial Science (978-90-277-2399-4)

Connections Between Graduation and Forecasting.- Isotonic Bayesian Graduation with an Additive Prior.- Bootstrapping a Graduation.- Actuarial Applications of Utility Functions.- A Class of Ruin Problems.- Comparing Risks.- Inference in the Hierarchical Credibility Model.- Models of Claim Frequency.- Analyzing Casualty Insurance Claim Counts.- Immunization-The Matching of Assets and Liabilities.- Ornstein-Uhlenbeck Stochastic Processes Applied to Immunization.- A Note on Variable Interest Rate Loans.- Linearity and Gaussianity of Interest Rate Data: An Empirical Time Series Test.- Perspectives on Mortgage Default Insurance.- Time Series Analysis of Mortgage Rate Insurance.- Underwriting Traders of Financial Futures.- Mergers of Life Companies and the Blurring Zof Boundaries Among Financial Institutions-Effects on the Actuarial Profession.- Commentary on Rudd's Talk.- The Search for New Forms of Life.

ISBN: 9789027723987
ISBN-10: 9027723982
Series: Advances in the Statistical Sciences
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 252
Published: December 1986
Country of Publication: NL
Dimensions (cm): 24.64 x 15.95  x 2.01
Weight (kg): 0.58