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Stochastische Risikomodellierung und statistische Methoden: Angewandte Stochastik für die aktuarielle Praxis Torsten Becker 9783662695319
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Stochastische Risikomodellierung und statistische Methoden: Angewandte Stochastik für die aktuarielle Praxis Torsten Becker 9783662695319

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Expected release date is 18th Nov 2024

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Description

Dieses Buch vereinigt Konzepte und Methoden der stochastischen Modellbildung, der statistischen Analyse und der aktuariellen Anwendung in einem Band.

Dabei wird eine kompakte, aber dennoch für Theoretiker wie Praktiker verständliche und interessante Darstellung der Themen Risikobewertung, Datenanalyse, Parameterschätzung, verallgemeinerte lineare Regression, stochastische Prozesse und Differenzialrechnung, Zeitreihen, biometrische Modelle, Credibility sowie Simulation gegeben.

Zahlreiche Beispiele illustrieren die Anwendung der Konzepte in der aktuariellen Praxis, wobei auf Modelle aus der Personen- und Sachversicherung und der Finanzmathematik eingegangen wird.



Book Information
ISBN 9783662695319
Author Torsten Becker
Format Paperback
Page Count 400
Imprint Springer Spektrum
Publisher Springer Fachmedien Wiesbaden

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