Encyclopedia of Actuarial Science, 3 Volume Set - 3 Volume Set

Zusatztext "...an authoritative resource for the actuarial profession..." (Financial Advisor! 27 May 2004) Informationen zum Autor Jozef L. Teugels was born in Londerzeel (Belgium) on February 20, 1939. After obtaining the licence degree in Mathematics at the Katholieke Universiteit Leuven in 1963, he received both his M.Sc. (1966) and his Ph.D. (1967) at Purdue University, USA. He then joined the KULeuven as Assistant Professor in 1967 and Full Professor in 1973. He has held visiting positions at different universities in particular at Cambridge (UK), University of British Columbia (Canada), University of North-Carolina (USA), University of California at Santa Barbara (USA), Australian National University, and Keio University (Japan). He taught probability, statistics and stochastic modeling to majors in mathematics, physics, chemistry, agriculture, social sciences and actuarial science. He coauthored four books and some 100 papers in the statistical literature. His main research areas started with queueing theory and analytic probability to move gradually to stochastic and statistical issues in insurance, extreme value analysis and environmetrics. He acts as associate editor of Insurance: Mathematics and Economics, the Journals of Applied Probability, the Wiley Series in Probability and Mathematical Statistics, Extremes, Environmetrics. He is now editor-in-chief of Applied Stochastic Models in Business and Industry. He has been section editor of the Encyclopedia of Environmetrics, Wiley. During the period 1975-85 he was Scientific Secretary of the Bernoulli Society of which he became the President in 1995-97. He has been on a variety of scientific and organizing committees. He is a member of the Belgian Mathematical Society, the Belgian Statistical Association, the London Mathematical Society and he became fellow of the Institute of Mathematical Statistics in 1985. Being also a member of the International Statistical Institute, he acted as its Vice-president in 2001-2003. Bjørn Sundt has a cand.real. in statistics from the University of Oslo and a dr.sc.math. from the Swiss Federal Institute of Technology, Zurich. He has had positions in actuarial science at various universities and worked as actuary in Oslo in insurance supervision, non-life insurance, reinsurance, life assurance, and consulting (mainly as appointed actuary for smaller non-life insurance companies). Since 1999, he works as actuary on group pension schemes for the Norwegian life assurance company Vital Forsikring ASA. His main research areas are credibility theory and recursive methods for aggregate claims distributions. He has written a text-book An Introduction to Non-Life Insurance Mathematics. Klappentext The Encyclopedia of Actuarial Science presents a timely and comprehensive body of knowledge designed to serve as an essential reference for the actuarial profession and all related business and financial activities, as well as researchers and students in actuarial science and related areas.Drawing on the experience of leading international editors and authors from industry and academic research the encyclopedia provides an authoritative exposition of both quantitative methods and practical aspects of actuarial science and insurance.The cross-disciplinary nature of the work is reflected not only in its coverage of key concepts from business, economics, risk, probability theory and statistics but also by the inclusion of supporting topics such as demography, genetics, operations research and informatics.Visit the encyclopedia's website where you can gain access to further resources and freely available sample articles: www.wileyeurope.com/eoas Zusammenfassung The Encyclopedia of Actuarial Science presents a timely and comprehensive body of knowledge designed to serve as an essential reference for the actuarial profession and all related business and financial activitie...

List of contents

Absolute-pollution Exclusion.
Abuse.

Accident Insurance.

Accounting.

Accrual Rate.

Accrued Benefits Funding Methods.

Accumulation Units.

Actuarial Control Cycle.

Actuarial Estimate.

Actuarial Funding.

Actuarial Institute of the Republic of China.

Actuarial Liability.

Actuarial Research Clearing House (ARCH).

Actuarial Society of America.

Actuarial Society of Ghana.

Actuarial Society of Hong Kong.

Actuarial Surplus/Deficiency.

Actuary.

Adjusting and Other Expense.

Adjustment Coefficient.

Adult Polycystic Kidney Disease.

Adverse Selection.

Affine Models of the Term Structure of Interest Rates.

AFIR.

Agents Balances.

Age-to-age Factors.

Aggregate Limit.

Aggregate Loss Modeling.

Aggregate Method.

Aircraft Products Liability.

Aktuarvereinigung Österreichs (Austrian ActuarialAssociation).

ALAE.

Allele.

Allocation Rate.

Alternative Risk Transfer.

American Academy of Actuaries.

American Risk and Insurance Association (ARIA).

American Society of Pension Actuaries.

Ammeter Process.

Ammeter, Hans (1912--1986).

Analysis of Surplus.

Annual Aggregate Deductible.

Annual Aggregate Limit.

Annual Statements.

Annuities.

Annuity Certain.

Annuity Due.

Antiselection, Life Insurance.

Antiselection, Non-life.

Appointed Actuary.

Apportionable Premium.

Approximating the Aggregate Claims Distribution.

Aquaculture Insurance.

AR, ARMA Process.

Arbitrage Pricing Model.

Arbitrage.

ARCH Model.

Argentina, Actuarial Associations.

Arrow--Pratt Index.

Asociació;n Mexicana de Actuarios Consultores.

Asociació;n Mexicana de Actuarios.

Assessmentism.

Asset Allocation.

Asset Management.

Asset Shares.

Asset--Liability Modeling.

Assets in Pension Funds.

Association of Actuaries and Financial Analysts.

Association Royale des Actuaires Belges.

ASTIN.

Attachment Point.

Attained Age Method.

Audit.

Automobile Insurance, Commercial.

Automobile Insurance, Private.

Avalanche.

Aviation Insurance.

Bühlmann--Straub Model.

Background Risk.

Bailey, Arthur L. (1905--1954).

Bailey--Simon Method.

Balance Sheet.

Balducci Assumption.

Bankruptcy.

Bayesian Claims Reserving.

Bayesian Statistics.

Beard, Robert Eric (1911--1983).

Beekman s Convolution Formula.

Benktander Distribution.

Bernoulli Distribution.

Bernoulli Family.

Berry--Esséen Inequality.

Beta Distribution.

Beta Function.

Beveridge System.

Bias.

Bid Bond.

Bid--Ask Spread.

Bid--offer Spread.

Binomial Distribution.

Binomial Model.

Bismarck System.

Black--Scholes Model.

Blue Water Hull.

Bonus Hunger.

Bonus in Life and Pension Insurance.

Bonus Reserve Valuation.

Bonus Smoothing Account.

Bonus--Malus Systems.

Borch, Karl Henrik (1919--1986).

Borch s Theorem.

Bordereaux.

Borel--Cantelli Lemma.

Bornhuetter--Ferguson Method.

Bowers Gamma Approximation.

Brace--Gatarek--Musiela Approximation.

Brazilian Institute of Actuaries (IBA).

Break-even Point.

Breslau Table.

British Actuarial Journal.

Brownian Motion.

Budget Ultimate Losses.

Bundling.

Burglary Insurance.

Burning Cost.

Burr Distribution.

Business Interruption Insurance.

Buy-up Policy.C1--C4 Risks.

Cafeteria Plans.

Canadian Institute of Actuaries.

Cape Cod Method.

Capital Allocation for P&C Insurers: A Survey ofMethods.

Capital Asset Pricing Models.

Capital in Life Assurance.

Capital Units.

Captives.

Cargo Insurance.

Case Reserve.

Cash Balance Plans.

Cash Flow Statement.

Casualty Actuarial Society.

Casualty Insurance.

Catastrophe Derivatives.

Catastrophe Excess of Loss.

Catastrophe Models and Catastrophe Loads.

Caveat Emptor.

CBNI Reserve.

CBNS Reserve.

Cede.

Ceiling.

Censored Distributions.

Censoring.

Census Method.

Central Limit

Report

"...another stunning effort on part of this centuries-old publisher...a timeless resource...although we are recommending it for library consideration, professional actuaries and accountants...will be well served to reference this material in the daily course of their work." (Electric Review, June/July 2005)
 
"...an authoritative resource for the actuarial profession..." (Financial Advisor, 27 May 2004)
 
"...a timely and comprehensive body of knowledge designed to serve as an essential reference for the actuarial profession and in all related business and financial activities." (Zeitschrift fur die Gesamte Versicherungswissenschaft, No.4, 2004)
 
"...the profession should surely congratulate and thank the many contributors to the encyclopaedia, as well as its editors-in-chief..." (Actuary, 1st January 2006)

Product details

• Authors: Jozef L. (Catholic University of Leuven Teugels
• Assisted by: Bjørn Sundt (Editor), Bjørn (Vital Forsikring ASA Sundt (Editor), Jozef L Teugels (Editor), Jozef L. Teugels (Editor), Jozef L. (Catholic University of Leuven Teugels (Editor)
• Publisher: Wiley, John and Sons Ltd
• Languages: English
• Product format: Hardback
• Released: 24.09.2004
• EAN: 9780470846766
• ISBN: 978-0-470-84676-6
• No. of pages: 1944
• Subjects: Natural sciences, medicine, IT, technology > Mathematics; Statistik, Statistics, Versicherungsmathematik, Allg. Finanz- u. Anlagewesen, Finance & Investments, Finanz- u. Anlagewesen, Statistics for Finance, Business & Economics, Finanz- u. Wirtschaftsstatistik, Mathematik / Wahrscheinlichkeitstheorie, Statistik, Statistics - Text & Reference, Statistik / Lehr- u. Nachschlagewerke