Stochastic Claims Reserving Methods in Insurance (Wiley Finance Series)
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Stochastic Claims Reserving Methods in Insurance
EN USISBN: 9780470723463 bzw. 0470723467, in Englisch, John Wiley & Sons Inc, John Wiley & Sons, John Wiley & Sons, gebraucht.
Lieferung aus: Vereinigte Staaten von Amerika, zzgl. Versandkosten, in-stock.
This book covers all the theory and practical advice that actuaries need in order to determine the claims reserves for non-life insurance. The book describes all the mathematical methods used to estimate loss reserves and shares the authors' practical experience, which is essential in showing which of the methods should be applied in any given situation. They focus on the mathematical description of relevant stochastic models, showing the reader how to estimate total claims reserves whilst quantifying the total uncertainty in the reserves (prediction errors in total ultimate claims).
This book covers all the theory and practical advice that actuaries need in order to determine the claims reserves for non-life insurance. The book describes all the mathematical methods used to estimate loss reserves and shares the authors' practical experience, which is essential in showing which of the methods should be applied in any given situation. They focus on the mathematical description of relevant stochastic models, showing the reader how to estimate total claims reserves whilst quantifying the total uncertainty in the reserves (prediction errors in total ultimate claims).
2
Stochastic Claims Reserving Methods in Insurance
ENISBN: 9780470723463 bzw. 0470723467, in Englisch, John Wiley & Sons.
Lieferung aus: Vereinigte Staaten von Amerika, Lagernd, zzgl. Versandkosten.
Stochastic Claims Reserving Methods in Insurance Wuthrich, Mario V. / Merz, Michael, Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing insurance products, determining the profitability of an insurance company and for considering the financial strength (solvency) of the company. Following several high-profile company insolvencies, regulatory requirements have moved towards a risk-adjusted basis which has lead to the Solvency II developments. The key focus in the new regime is that financial companies need to analyze adverse developments in their portfolios. Reserving actuaries now have to not only estimate reserves for the outstanding loss liabilities but also to quantify possible shortfalls in these reserves that may lead to potential losses. Such an analysis requires stochastic modeling of loss liability cash flows and it can only be done within a stochastic framework. Therefore stochastic loss liability modeling and quantifying prediction uncertainties has become standard under the new legal framework for the financial industry. This book covers all the mathematical theory and practical guidance needed in order to adhere to these stochastic techniques. Starting with the basic mathematical methods, working right through to the latest developments relevant for practical applications; readers will find out how to estimate total claims reserves while at the same time predicting errors and uncertainty are quantified. Accompanying datasets demonstrate all the techniques, which are easily implemented in a spreadsheet. A practical and essential guide, this book is a must-read in the light of the new solvency requirements for the whole insurance industry.
Stochastic Claims Reserving Methods in Insurance Wuthrich, Mario V. / Merz, Michael, Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing insurance products, determining the profitability of an insurance company and for considering the financial strength (solvency) of the company. Following several high-profile company insolvencies, regulatory requirements have moved towards a risk-adjusted basis which has lead to the Solvency II developments. The key focus in the new regime is that financial companies need to analyze adverse developments in their portfolios. Reserving actuaries now have to not only estimate reserves for the outstanding loss liabilities but also to quantify possible shortfalls in these reserves that may lead to potential losses. Such an analysis requires stochastic modeling of loss liability cash flows and it can only be done within a stochastic framework. Therefore stochastic loss liability modeling and quantifying prediction uncertainties has become standard under the new legal framework for the financial industry. This book covers all the mathematical theory and practical guidance needed in order to adhere to these stochastic techniques. Starting with the basic mathematical methods, working right through to the latest developments relevant for practical applications; readers will find out how to estimate total claims reserves while at the same time predicting errors and uncertainty are quantified. Accompanying datasets demonstrate all the techniques, which are easily implemented in a spreadsheet. A practical and essential guide, this book is a must-read in the light of the new solvency requirements for the whole insurance industry.
3
Stochastic Claims Reserving Methods in Insurance (2008)
EN USISBN: 9780470723463 bzw. 0470723467, in Englisch, 438 Seiten, John Wiley & Sons, gebraucht.
Neu ab: € 83,63 (13 Angebote)
Gebraucht ab: € 74,98 (8 Angebote)
Zu den weiteren 21 Angeboten bei Amazon.fr (Int.)
Lieferung aus: Frankreich, Expédition sous 1 à 2 jours ouvrés.
Von Händler/Antiquariat, worldofbooksfr.
Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing insurance products, determining the profitability of an insurance company and for considering the financial strength (solvency) of the company. Following several high-profile company insolvencies, regulatory requirements have moved towards a risk-adjusted basis which has lead to the Solvency II developments. The key focus in the new regime is that financial companies need to analyze adverse developments in their portfolios. Reserving actuaries now have to not only estimate reserves for the outstanding loss liabilities but also to quantify possible shortfalls in these reserves that may lead to potential losses. Such an analysis requires stochastic modeling of loss liability cash flows and it can only be done within a stochastic framework. Therefore stochastic loss liability modeling and quantifying prediction uncertainties has become standard under the new legal framework for the financial industry. This book covers all the mathematical theory and practical guidance needed in order to adhere to these stochastic techniques. Starting with the basic mathematical methods, working right through to the latest developments relevant for practical applications; readers will find out how to estimate total claims reserves while at the same time predicting errors and uncertainty are quantified. Accompanying datasets demonstrate all the techniques, which are easily implemented in a spreadsheet. A practical and essential guide, this book is a must-read in the light of the new solvency requirements for the whole insurance industry, Relié, Label: John Wiley & Sons, John Wiley & Sons, Produktgruppe: Book, Publiziert: 2008-04-18, Studio: John Wiley & Sons, Verkaufsrang: 342936.
Von Händler/Antiquariat, worldofbooksfr.
Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing insurance products, determining the profitability of an insurance company and for considering the financial strength (solvency) of the company. Following several high-profile company insolvencies, regulatory requirements have moved towards a risk-adjusted basis which has lead to the Solvency II developments. The key focus in the new regime is that financial companies need to analyze adverse developments in their portfolios. Reserving actuaries now have to not only estimate reserves for the outstanding loss liabilities but also to quantify possible shortfalls in these reserves that may lead to potential losses. Such an analysis requires stochastic modeling of loss liability cash flows and it can only be done within a stochastic framework. Therefore stochastic loss liability modeling and quantifying prediction uncertainties has become standard under the new legal framework for the financial industry. This book covers all the mathematical theory and practical guidance needed in order to adhere to these stochastic techniques. Starting with the basic mathematical methods, working right through to the latest developments relevant for practical applications; readers will find out how to estimate total claims reserves while at the same time predicting errors and uncertainty are quantified. Accompanying datasets demonstrate all the techniques, which are easily implemented in a spreadsheet. A practical and essential guide, this book is a must-read in the light of the new solvency requirements for the whole insurance industry, Relié, Label: John Wiley & Sons, John Wiley & Sons, Produktgruppe: Book, Publiziert: 2008-04-18, Studio: John Wiley & Sons, Verkaufsrang: 342936.
4
Stochastic Claims Reserving Methods in Insurance (2008)
EN NWISBN: 9780470723463 bzw. 0470723467, in Englisch, 438 Seiten, John Wiley & Sons, neu.
Neu ab: € 83,63 (13 Angebote)
Gebraucht ab: € 74,98 (8 Angebote)
Zu den weiteren 21 Angeboten bei Amazon.fr (Int.)
Lieferung aus: Frankreich, Expédition sous 1 à 2 jours ouvrés.
Von Händler/Antiquariat, Book Depository FR.
Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing insurance products, determining the profitability of an insurance company and for considering the financial strength (solvency) of the company. Following several high-profile company insolvencies, regulatory requirements have moved towards a risk-adjusted basis which has lead to the Solvency II developments. The key focus in the new regime is that financial companies need to analyze adverse developments in their portfolios. Reserving actuaries now have to not only estimate reserves for the outstanding loss liabilities but also to quantify possible shortfalls in these reserves that may lead to potential losses. Such an analysis requires stochastic modeling of loss liability cash flows and it can only be done within a stochastic framework. Therefore stochastic loss liability modeling and quantifying prediction uncertainties has become standard under the new legal framework for the financial industry. This book covers all the mathematical theory and practical guidance needed in order to adhere to these stochastic techniques. Starting with the basic mathematical methods, working right through to the latest developments relevant for practical applications; readers will find out how to estimate total claims reserves while at the same time predicting errors and uncertainty are quantified. Accompanying datasets demonstrate all the techniques, which are easily implemented in a spreadsheet. A practical and essential guide, this book is a must-read in the light of the new solvency requirements for the whole insurance industry, Relié, Label: John Wiley & Sons, John Wiley & Sons, Produktgruppe: Book, Publiziert: 2008-04-18, Studio: John Wiley & Sons, Verkaufsrang: 342936.
Von Händler/Antiquariat, Book Depository FR.
Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing insurance products, determining the profitability of an insurance company and for considering the financial strength (solvency) of the company. Following several high-profile company insolvencies, regulatory requirements have moved towards a risk-adjusted basis which has lead to the Solvency II developments. The key focus in the new regime is that financial companies need to analyze adverse developments in their portfolios. Reserving actuaries now have to not only estimate reserves for the outstanding loss liabilities but also to quantify possible shortfalls in these reserves that may lead to potential losses. Such an analysis requires stochastic modeling of loss liability cash flows and it can only be done within a stochastic framework. Therefore stochastic loss liability modeling and quantifying prediction uncertainties has become standard under the new legal framework for the financial industry. This book covers all the mathematical theory and practical guidance needed in order to adhere to these stochastic techniques. Starting with the basic mathematical methods, working right through to the latest developments relevant for practical applications; readers will find out how to estimate total claims reserves while at the same time predicting errors and uncertainty are quantified. Accompanying datasets demonstrate all the techniques, which are easily implemented in a spreadsheet. A practical and essential guide, this book is a must-read in the light of the new solvency requirements for the whole insurance industry, Relié, Label: John Wiley & Sons, John Wiley & Sons, Produktgruppe: Book, Publiziert: 2008-04-18, Studio: John Wiley & Sons, Verkaufsrang: 342936.
5
Stochastic Claims Reserving Me (The Wiley Finance Series) (2008)
EN HC NW FEISBN: 9780470723463 bzw. 0470723467, in Englisch, 442 Seiten, John Wiley & Sons, gebundenes Buch, neu, Erstausgabe.
Neu ab: £65.44 (19 Angebote)
Gebraucht ab: £55.62 (7 Angebote)
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Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Usually dispatched within 1-2 business days.
Von Händler/Antiquariat, UKPaperbackshop.
Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing insurance products, determining the profitability of an insurance company and for considering the financial strength (solvency) of the company. Following several high-profile company insolvencies, regulatory requirements have moved towards a risk-adjusted basis which has lead to the Solvency II developments. The key focus in the new regime is that financial companies need to analyze adverse developments in their portfolios. Reserving actuaries now have to not only estimate reserves for the outstanding loss liabilities but also to quantify possible shortfalls in these reserves that may lead to potential losses. Such an analysis requires stochastic modeling of loss liability cash flows and it can only be done within a stochastic framework. Therefore stochastic loss liability modeling and quantifying prediction uncertainties has become standard under the new legal framework for the financial industry. This book covers all the mathematical theory and practical guidance needed in order to adhere to these stochastic techniques. Starting with the basic mathematical methods, working right through to the latest developments relevant for practical applications; readers will find out how to estimate total claims reserves while at the same time predicting errors and uncertainty are quantified. Accompanying datasets demonstrate all the techniques, which are easily implemented in a spreadsheet. A practical and essential guide, this book is a must-read in the light of the new solvency requirements for the whole insurance industry, Hardcover, Ausgabe: 1, Label: John Wiley & Sons, John Wiley & Sons, Produktgruppe: Book, Publiziert: 2008-05-30, Freigegeben: 2008-05-30, Studio: John Wiley & Sons, Verkaufsrang: 884561.
Von Händler/Antiquariat, UKPaperbackshop.
Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately. This prediction of risk factors and outstanding loss liabilities is the core for pricing insurance products, determining the profitability of an insurance company and for considering the financial strength (solvency) of the company. Following several high-profile company insolvencies, regulatory requirements have moved towards a risk-adjusted basis which has lead to the Solvency II developments. The key focus in the new regime is that financial companies need to analyze adverse developments in their portfolios. Reserving actuaries now have to not only estimate reserves for the outstanding loss liabilities but also to quantify possible shortfalls in these reserves that may lead to potential losses. Such an analysis requires stochastic modeling of loss liability cash flows and it can only be done within a stochastic framework. Therefore stochastic loss liability modeling and quantifying prediction uncertainties has become standard under the new legal framework for the financial industry. This book covers all the mathematical theory and practical guidance needed in order to adhere to these stochastic techniques. Starting with the basic mathematical methods, working right through to the latest developments relevant for practical applications; readers will find out how to estimate total claims reserves while at the same time predicting errors and uncertainty are quantified. Accompanying datasets demonstrate all the techniques, which are easily implemented in a spreadsheet. A practical and essential guide, this book is a must-read in the light of the new solvency requirements for the whole insurance industry, Hardcover, Ausgabe: 1, Label: John Wiley & Sons, John Wiley & Sons, Produktgruppe: Book, Publiziert: 2008-05-30, Freigegeben: 2008-05-30, Studio: John Wiley & Sons, Verkaufsrang: 884561.
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