Loss models : (Record no. 689186)
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| 000 -LEADER | |
|---|---|
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| 005 - DATE AND TIME OF LATEST TRANSACTION | |
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| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS | |
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| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
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| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 171212s2013 nju ob 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2013-011099 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118573747 |
| Qualifying information | (epub) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118573749 |
| Qualifying information | (epub) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118573686 |
| Qualifying information | (pdf) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118573684 |
| Qualifying information | (pdf) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118573730 |
| Qualifying information | (mobi) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118573730 |
| Qualifying information | (mobi) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118787106 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118787102 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781118343562 |
| Qualifying information | (cloth) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118343565 (cloth) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118343562 (cloth) |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | AU@ |
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| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | AU@ |
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| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | CHBIS |
| System control number | 010131687 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | CHNEW |
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| OCLC library identifier | CHVBK |
| System control number | 314713468 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV041573537 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV041910013 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DEBSZ |
| System control number | 431491992 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | DKDLA |
| System control number | 820120-katalog:000667293 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | NZ1 |
| System control number | 15341872 |
| 029 1# - OTHER SYSTEM CONTROL NUMBER (OCLC) | |
| OCLC library identifier | AU@ |
| System control number | 000058372425 |
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| OCLC library identifier | DEBBG |
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| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)830669199 |
| Canceled/invalid control number | (OCoLC)859161213 |
| -- | (OCoLC)862821354 |
| -- | (OCoLC)961593204 |
| -- | (OCoLC)962570449 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)ocn830669199 |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] | |
| Level of rules in bibliographic description | 201902121305 |
| Level of effort used to assign nonsubject heading access points | emilda |
| y | 12-12-2017 |
| z | hafiz |
| w | MYUKM (1).mrc |
| x | 501 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Language of cataloging | eng |
| Description conventions | rda |
| -- | pn |
| Transcribing agency | DLC |
| Modifying agency | YDX |
| -- | IDEBK |
| -- | NST |
| -- | YDXCP |
| -- | CUS |
| -- | DG1 |
| -- | CDX |
| -- | OCLCF |
| -- | E7B |
| -- | EBLCP |
| -- | DEBSZ |
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| -- | OCLCQ |
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| -- | COO |
| -- | OCLCO |
| -- | DEBBG |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG8781 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS |
| Subject category code subdivision | 033070 |
| Source | bisacsh |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 368/.01 |
| Edition information | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Klugman, Stuart A., |
| Dates associated with a name | 1949- |
| 245 10 - TITLE STATEMENT | |
| Title | Loss models : |
| Remainder of title | further topics / |
| Statement of responsibility, etc. | Stuart A. Klugman, Society of Actuaries, Schaumburg, IL, Harry H. Panjer, Department of Statistics and Actuarial Science, University of Waterloo, Ontario, Canada, Gordon E. Willmot, Department of Statistics and Actuarial Science, University of Waterloo, Ontario, Canada. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Hoboken, New Jersey : |
| Name of producer, publisher, distributor, manufacturer | Wiley, |
| Date of production, publication, distribution, manufacture, or copyright notice | [2013] |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Wiley series in probability and statistics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Cover; Title Page; Copyright Page; CONTENTS; Preface; 1 Introduction; 2 Coxian and related distributions; 2.1 Introduction; 2.2 Combinations of exponentials; 2.3 Coxian-2 distributions; 3 Mixed Erlang distributions; 3.1 Introduction; 3.2 Members of the mixed Erlang class; 3.3 Distributional properties; 3.4 Mixed Erlang claim severity models; 4 Extreme value distributions; 4.1 Introduction; 4.2 Distribution of the maximum; 4.2.1 From a fixed number of losses; 4.2.2 From a random number of losses; 4.3 Stability of the maximum of the extreme value distribution; 4.4 The Fisher-Tippett theorem. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 4.5 Maximum domain of attraction4.6 Generalized Pareto distributions; 4.7 Stability of excesses of the generalized Pareto; 4.8 Limiting distributions of excesses; 4.9 Parameter estimation; 4.9.1 Maximum likelihood estimation from the extreme value distribution; 4.9.2 Maximum likelihood estimation for the generalized Pareto distribution; 4.9.3 Estimating the Pareto shape parameter; 4.9.4 Estimating extreme probabilities; 4.9.5 Mean excess plots; 4.9.6 Further reading; 4.9.7 Exercises; 5 Analytic and related methods for aggregate claim models; 5.1 Introduction; 5.2 Elementary approaches. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 5.3 Discrete analogues5.4 Right-tail asymptotics for aggregate losses; 5.4.1 Exercises; 6 Computational methods for aggregate models; 6.1 Recursive techniques for compound distributions; 6.2 Inversion methods; 6.2.1 Fast Fourier transform; 6.2.2 Direct numerical inversion; 6.3 Calculations with approximate distributions; 6.3.1 Arithmetic distributions; 6.3.2 Empirical distributions; 6.3.3 Piecewise linear cdf; 6.3.4 Exercises; 6.4 Comparison of methods; 6.5 The individual risk model; 6.5.1 De.nition and notation; 6.5.2 Direct calculation; 6.5.3 Recursive calculation; 7 Counting Processes. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 7.1 Nonhomogeneous birth processes7.1.1 Exercises; 7.2 Mixed Poisson processes; 7.2.1 Exercises; 8 Discrete Claim Count Models; 8.1 Unification of the (a, b, 1) and mixed Poisson classes; 8.2 A class of discrete generalized tail-based distributions; 8.3 Higher order generalized tail-based distributions; 8.4 Mixed Poisson properties of generalized tail-based distributions; 8.5 Compound geometric properties of generalized tail-based distributions; 8.5.1 Exercises; 9 Compound distributions with time dependent claim amounts; 9.1 Introduction; 9.2 A model for infiation. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 9.3 A model for claim payment delays10 Copula models; 10.1 Introduction; 10.2 Sklar's theorem and copulas; 10.3 Measures of dependency; 10.3.1 Spearman's rho; 10.3.2 Kendall's tau; 10.4 Tail dependence; 10.5 Archimedean copulas; 10.5.1 Exercise; 10.6 Elliptical copulas; 10.6.1 Exercise; 10.7 Extreme value copulas; 10.7.1 Exercises; 10.8 Archimax copulas; 10.9 Estimation of parameters; 10.9.1 Introduction; 10.9.2 Maximum likelihood estimation; 10.9.3 Semiparametric estimation; 10.9.4 The role of deductibles; 10.9.5 Goodness-of-fit testing; 10.9.6 An example; 10.9.7 Exercise. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | An essential resource for constructing and analyzing advanced actuarial models Loss Models: Further Topics presents extended coverage of modeling through the use of tools related to risk theory, loss distributions, and survival models. The book uses these methods to construct and evaluate actuarial models in the fields of insurance and business. Providing an advanced study of actuarial methods, the book features extended discussions of risk modeling and risk measures, including Tail-Value-at-Risk. Loss Models: Further Topics contains additional material to accompany the Fourth Edition of Loss. |
| 588 0# - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Print version record and CIP data provided by publisher. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Insurance |
| General subdivision | Statistical methods. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Insurance |
| General subdivision | Mathematical models. |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Insurance |
| General subdivision | Mathematics. |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 655 #7 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| Source of term | local |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Panjer, Harry H. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Willmot, Gordon E., |
| Dates associated with a name | 1957- |
| 773 0# - HOST ITEM ENTRY | |
| Title | Wiley e-books |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| Main entry heading | Klugman, Stuart A., 1949- |
| Title | Loss models. |
| Place, publisher, and date of publication | Hoboken, New Jersey : John Wiley & Sons, Inc., [2013] |
| International Standard Book Number | 9781118343562 |
| Record control number | (DLC) 2013009457 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Wiley series in probability and statistics. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://eresourcesptsl.ukm.remotexs.co/user/login?url=http://onlinelibrary.wiley.com/book/10.1002/9781118787106">https://eresourcesptsl.ukm.remotexs.co/user/login?url=http://onlinelibrary.wiley.com/book/10.1002/9781118787106</a> |
| Public note | Wiley Online Library |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) | |
| a | .b16542435 |
| b | 2022-09-22 |
| c | 2019-11-12 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Suppress in OPAC | No |
| 914 ## - VTLS Number | |
| VTLS Number | vtls003629173 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) | |
| Library | |
| Operator's initials, OID (RLIN) | 2017-12-12 |
| Cataloger's initials, CIN (RLIN) | m |
| Material Type (Sierra) | E-Book |
| Language | English |
| Country | |
| -- | 0 |
| -- | .b16542435 |
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