書名：Loss Models: from Data to Decisions 5/e 作者：KLUGMAN 出版社：John Wiley 出版日期：2018/11/00 ISBN：9781119523789 內容簡介 Loss Models contains a wealth of examples that highlight the real-world applications of the concepts presented, and puts the emphasis on calculations and spreadsheet implementation. With a focus on the loss process, the book reviews the essential quantitative techniques such as random variables, basic distributional quantities, and the recursive method, and discusses techniques for classifying and creating distributions. Parametric, non-parametric, and Bayesian estimation methods are thoroughly covered. In addition, the authors offer practical advice for choosing an appropriate model. This important text: •Presents a revised and updated edition of the classic guide for actuaries that aligns with newly introduced Exams STAM and LTAM •Contains a wealth of exercises taken from previous exams •Includes fresh and additional content related to the material required by the Society of Actuaries (SOA) and the Canadian Institute of Actuaries (CIA) •Offers a solutions manual available for further insight, and all the data sets and supplemental material are posted on a companion site 目錄 Part I Introduction 1 Modeling 2 Random Variables 3 Basic Distributional Quantities Part II Actuarial Models 4 Characteristics of Actuarial Models 5 Continuous Models 6 Discrete Distributions 7 Advanced Discrete Distributions 8 Frequency and Severity with Coverage Modifications 9 Aggregate Loss Models Part III Mathematical Statistics 10 Introduction to Mathematical Statistics 11 Maximum Likelihood Estimation 12 Frequentist Estimation for Discrete Distributions 13 Bayesian Estimation Part IV Construction of Models 14 Construction of Empirical Models 15 Model Selection Part V Credibility 16 Introduction to Limited Fluctuation Credibility 17 Greatest Accuracy Credibility 18 Empirical Bayes Parameter Estimation Part VI Simulation 19 Simulation A An Inventory of Continuous Distributions B An Inventory of Discrete Distributions C Frequency and Severity Relationships D The Recursive Formula E Discretization of the Severity Distribution