Jan Beirlant's Books

Reinsurance

Actuarial and Statistical Aspects

By: Hansjörg Albrecher,Jan Beirlant,Jozef L. Teugels

Write a review Read reviews Take a Quiz Solve Book Puzzle

Reinsurance

Actuarial and Statistical Aspects

By: Hansjörg Albrecher,Jan Beirlant,Jozef L. Teugels

Reinsurance: Actuarial and Statistical Aspects provides a survey of both the academic literature in the field as well as challenges appearing in reinsurance practice and puts the two in perspective. The book is written for researchers with an interest in reinsurance problems, for graduate students with a basic knowledge of probability and statistics as well as for reinsurance practitioners. The focus of the book is on modelling together with the statistical challenges that go along with it. The discussed statistical approaches are illustrated alongside six case studies of insurance loss data sets, ranging from MTPL over fire to storm and flood loss data. Some of the presented material also contains new results that have not yet been published in the research literature. An extensive bibliography provides readers with links for further study.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

501

Publisher

John Wiley & Sons

Published Date

ISBN 10

1119419948

ISBN 13

9781119419945

Statistics of Extremes

Theory and Applications

By: Jan Beirlant,Yuri Goegebeur,Johan Segers,Jozef L. Teugels

Write a review Read reviews Take a Quiz Solve Book Puzzle

Statistics of Extremes

Theory and Applications

By: Jan Beirlant,Yuri Goegebeur,Johan Segers,Jozef L. Teugels

Research in the statistical analysis of extreme values has flourished over the past decade: new probability models, inference and data analysis techniques have been introduced; and new application areas have been explored. Statistics of Extremes comprehensively covers a wide range of models and application areas, including risk and insurance: a major area of interest and relevance to extreme value theory. Case studies are introduced providing a good balance of theory and application of each model discussed, incorporating many illustrated examples and plots of data. The last part of the book covers some interesting advanced topics, including time series, regression, multivariate and Bayesian modelling of extremes, the use of which has huge potential.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

516

Publisher

John Wiley & Sons

Published Date

ISBN 10

0471976474

ISBN 13

9780471976479

Modern Actuarial Risk Theory

Using R

By: Rob Kaas,Marc Goovaerts,Jan Dhaene,Michel Denuit

Write a review Read reviews Take a Quiz Solve Book Puzzle

Modern Actuarial Risk Theory

Using R

By: Rob Kaas,Marc Goovaerts,Jan Dhaene,Michel Denuit

Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory. Other topics are risk measures and premium principles, bonus-malus systems, ordering of risks and credibility theory. It also contains some chapters about Generalized Linear Models, applied to rating and IBNR problems. As to the level of the mathematics, the book would fit in a bachelors or masters program in quantitative economics or mathematical statistics. This second and much expanded edition emphasizes the implementation of these techniques through the use of R. This free but incredibly powerful software is rapidly developing into the de facto standard for statistical computation, not just in academic circles but also in practice. With R, one can do simulations, find maximum likelihood estimators, compute distributions by inverting transforms, and much more.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

394

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3540709983

ISBN 13

9783540709985

Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications

By: Matthias Scherer,Jan-frederik Mai

Write a review Read reviews Take a Quiz Solve Book Puzzle

Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications

By: Matthias Scherer,Jan-frederik Mai

This book provides the reader with a background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models, pair-copula construction, etc.). The book is self-contained and unified in presentation and can be used as a textbook for advanced undergraduate or graduate students with a firm background in stochastics. Alongside the theoretical foundation, ready-to-implement algorithms and many examples make this book a valuable tool for anyone who is applying the methodology.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

310

Publisher

World Scientific

Published Date

ISBN 10

1908977582

ISBN 13

9781908977588

Long-Memory Processes

Probabilistic Properties and Statistical Methods

By: Jan Beran,Yuanhua Feng,Sucharita Ghosh,Rafal Kulik

Write a review Read reviews Take a Quiz Solve Book Puzzle

Long-Memory Processes

Probabilistic Properties and Statistical Methods

By: Jan Beran,Yuanhua Feng,Sucharita Ghosh,Rafal Kulik

Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last 20 years enormous progress has been made in understanding the probabilistic foundations and statistical principles of such processes. This book provides a timely and comprehensive review, including a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be a valuable resource for researchers and graduate students in statistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, power laws, self-similar scaling or fractal properties are relevant.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

892

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3642355129

ISBN 13

9783642355127

Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications (Second Edition)

By: Jan-frederik Mai,Matthias Scherer

Write a review Read reviews Take a Quiz Solve Book Puzzle

Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications (Second Edition)

By: Jan-frederik Mai,Matthias Scherer

The book remains a valuable tool both for statisticians who are already familiar with the theory of copulas and just need to develop sampling algorithms, and for practitioners who want to learn copulas and implement the simulation techniques needed to exploit the potential of copulas in applications.'Mathematical ReviewsThe book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models, pair-copula construction, etc.). The book is self-contained and unified in presentation and can be used as a textbook for graduate and advanced undergraduate students with a firm background in stochastics. Besides the theoretical foundation, ready-to-implement algorithms and many examples make the book a valuable tool for anyone who is applying the methodology.

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

357

Publisher

#N/A

Published Date

ISBN 10

9813149264

ISBN 13

9789813149267

Reinsurance

Actuarial and Statistical Aspects

By: Hansjörg Albrecher,Jan Beirlant,Jozef L. Teugels

Write a review Read reviews Take a Quiz Solve Book Puzzle

Reinsurance

Actuarial and Statistical Aspects

By: Hansjörg Albrecher,Jan Beirlant,Jozef L. Teugels

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

366

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470772689

ISBN 13

9780470772683

Book's by Jan Beirlant

Reinsurance

Reinsurance

Statistics of Extremes

Statistics of Extremes

Modern Actuarial Risk Theory

Modern Actuarial Risk Theory

Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications

Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications

Long-Memory Processes

Long-Memory Processes

Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications (Second Edition)

Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications (Second Edition)

Reinsurance

Reinsurance

Username

Password

Username

Password

Password again

Birthday

Email