Financial and Actuarial Statistics: An Introduction, Second Edition - Image 1

£49.69

CRC Press Financial and Actuarial Statistics: An Introduction, Second Edition

Name: Financial and Actuarial Statistics: An Introduction, Second Edition
Brand: CRC Press
Price: 49.69 GBP
Availability: InStock

Econometrics

This is the most expensive it has ever been. Walk away.

£50 today · previous high £50 · all-time low £38

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 471 days • 471 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 471 days • 5 price ranges

Days at Price

Current Price

Price Analysis

Most common range: £45-47 (202 days, 41.6%)

Price range: £38 - £50

Price levels: 5 price ranges over 485 days

Description

Understand Up-to-Date Statistical Techniques for Financial and Actuarial Applications Since the first edition was published, statistical techniques, such as reliability measurement, simulation, regression, and Markov chain modeling, have become more prominent in the financial and actuarial industries. Consequently, practitioners and students must acquire strong mathematical and statistical backgrounds in order to have successful careers. Financial and Actuarial Statistics: An Introduction, Second Edition enables readers to obtain the necessary mathematical and statistical background. It also advances the application and theory of statistics in modern financial and actuarial modeling. Like its predecessor, this second edition considers financial and actuarial modeling from a statistical point of view while adding a substantial amount of new material. New to the Second Edition Nomenclature and notations standard to the actuarial field Excel exercises with solutions, which demonstrate how to use Excel functions for statistical and actuarial computations Problems dealing with standard probability and statistics theory, along with detailed equation links A chapter on Markov chains and actuarial applications Expanded discussions of simulation techniques and applications, such as investment pricing Sections on the maximum likelihood approach to parameter estimation as well as asymptotic applications Discussions of diagnostic procedures for nonnegative random variables and Pareto, lognormal, Weibull, and left truncated distributions Expanded material on surplus models and ruin computations Discussions of nonparametric prediction intervals, option pricing diagnostics, variance of the loss function associated with standard actuarial models, and Gompertz and Makeham distributions Sections on the concept of actuarial statistics for a collection of stochastic status models The book presents a unified approach to both financial and actuarial modeling through the use of general status structures. The authors define future time-dependent financial actions in terms of a status structure that may be either deterministic or stochastic. They show how deterministic status structures lead to classical interest and annuity models, investment pricing models, and aggregate claim models. They also employ stochastic status structures to develop financial and actuarial models, such as surplus models, life insurance, and life annuity models.

Product Specifications

Brand: CRC Press
Format: paperback
ASIN: 0367576260
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 30 June 2020
Listed Since: 29 May 2020

Barcode

No barcode data available

CRC Press Financial and Actuarial Statistics: An Introduction, Second Edition

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Statistical and Probabilistic Methods in Actuarial Science (Chapman & Hall/CRC Series in Actuarial Science)

Actuarial Finance: Derivatives, Quantitative Models and Risk Management

Computational Actuarial Science with R: 17 (Chapman & Hall/CRC The R Series)

Computational Actuarial Science with R: 17 (Chapman & Hall/CRC The R Series)

Actuarial Models: The Mathematics of Insurance, Second Edition

Introduction to Probability, Statistics & R: Foundations for Data-Based Sciences

Actuarial Loss Models: A Concise Introduction (Chapman & Hall/CRC Series in Actuarial Science)

Stochastic Processes with Applications to Finance (Chapman and Hall/CRC Financial Mathematics Series)

Loss Models: From Data to Decisions, 3rd Edition (One Year Online): Preparation for Actuarial Exam C/4 Wrapper

CRC Press Monte Carlo Methods in Finance and Insurance Book

Introduction to Actuarial and Financial Mathematical Methods

Insurance Planning Models: Price Competition And Regulation Of Financial Stability: 2 (Advances In Statistics, Probability And Actuarial Science)

Nonlife Actuarial Models: Theory, Methods and Evaluation (International Series on Actuarial Science)

Monte Carlo Methods and Models in Finance and Insurance (Chapman and Hall/CRC Financial Mathematics Series)

R Programming for Actuarial Science

Loss Reserving: An Actuarial Perspective: 21 (Huebner International Series on Risk, Insurance and Economic Security, 21)

Statistical Methods with Applications to Demography and Life Insurance

Statistical Methods with Applications to Demography and Life Insurance

Actuarial Mathematics for Life Contingent Risks (International Series on Actuarial Science)

Mathematical and Statistical Methods for Actuarial Sciences and Finance: MAF 2018

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Loss Reserving: An Actuarial Perspective: 21 (Huebner International Series on Risk, Insurance and Economic Security, 21)

An Introduction to Actuarial Studies, Second Edition

Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk (Wiley Handbooks in Financial Engineering and Econometrics)