Preface

Part Ⅰ Introduction

1 Modeling

2 Randon variables

3 Basic distributional quantities

Part Ⅱ Actuarial Models

4 Characteristics of Actuarial Models

5 Continuous models

6 Discrete distribtions

7 Advanced discrete Distributions

8 Frequency and severity with coverage modifications

9 Aggregate loss models

Part Ⅲ Construction of Empirical Models

10 Review of mathematical statistics

11 Estimation for complete data

12 Estimation for modidied data

Part Ⅳ Parametric Statistical Methods

13 Frequentist estimation

14 Frequentist Estimation for discrete distributions

15 Bayesian estimation

16 Model selection

Part Ⅴ credibility

17 Introduction and Limited Fluctuation Credibility

18 Greatest accuracy Credibility

19 Empitical Bayes Parameter estimation

Part Ⅵ Simulation

20 Simulation

A An inventory of contimuous distributions

B An inventory of discrete distributions

C Frequency and Severity relationships

D The recursive formula

E Discretization of the severity distribution

F Numerical optimization and solution of systems of equations

References

Index

Part Ⅰ Introduction

1 Modeling

2 Randon variables

3 Basic distributional quantities

Part Ⅱ Actuarial Models

4 Characteristics of Actuarial Models

5 Continuous models

6 Discrete distribtions

7 Advanced discrete Distributions

8 Frequency and severity with coverage modifications

9 Aggregate loss models

Part Ⅲ Construction of Empirical Models

10 Review of mathematical statistics

11 Estimation for complete data

12 Estimation for modidied data

Part Ⅳ Parametric Statistical Methods

13 Frequentist estimation

14 Frequentist Estimation for discrete distributions

15 Bayesian estimation

16 Model selection

Part Ⅴ credibility

17 Introduction and Limited Fluctuation Credibility

18 Greatest accuracy Credibility

19 Empitical Bayes Parameter estimation

Part Ⅵ Simulation

20 Simulation

A An inventory of contimuous distributions

B An inventory of discrete distributions

C Frequency and Severity relationships

D The recursive formula

E Discretization of the severity distribution

F Numerical optimization and solution of systems of equations

References

Index