An Introduction to Actuarial Studies

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An Introduction to Actuarial Studies

An Introduction to Actuarial Studies

  • Author: Margaret E. Atkinson,David C. M. Dickson
  • Publisher: Edward Elgar Pub
  • ISBN: 9780857935410
  • Category: Business & Economics
  • Page: 231
  • View: 3716
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An Introduction to Actuarial Studies provides a contemporary guide to actuarial technique and practice. This substantially revised and extended new edition includes: · New and thoroughly updated material · Many more exercises with solutions to allow the reader to establish confidence in using actuarial techniques.

Actuaries' Survival Guide

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Actuaries' Survival Guide

Actuaries' Survival Guide

How to Succeed in One of the Most Desirable Professions

  • Author: Fred Szabo
  • Publisher: Academic Press
  • ISBN: 0123869439
  • Category: Mathematics
  • Page: 271
  • View: 4489
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This book explains what actuaries are, what they do, and where they do it. It describes the ideas, techniques, and skills involved in the day-to-day work of actuaries. This second edition has been updated to reflect the rise of social networking and the internet, the progress toward a global knowledge-based economy, and the global expansion of the actuarial field that has occurred since the first edition. --from publisher description

An Introduction to the Mathematics of Finance

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An Introduction to the Mathematics of Finance

An Introduction to the Mathematics of Finance

A Deterministic Approach

  • Author: Stephen Garrett
  • Publisher: Butterworth-Heinemann
  • ISBN: 0080982751
  • Category: Mathematics
  • Page: 464
  • View: 4138
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An Introduction to the Mathematics of Finance: A Deterministic Approach, 2e, offers a highly illustrated introduction to mathematical finance, with a special emphasis on interest rates. This revision of the McCutcheon-Scott classic follows the core subjects covered by the first professional exam required of UK actuaries, the CT1 exam. It realigns the table of contents with the CT1 exam and includes sample questions from past exams of both The Actuarial Profession and the CFA Institute. With a wealth of solved problems and interesting applications, An Introduction to the Mathematics of Finance stands alone in its ability to address the needs of its primary target audience, the actuarial student. Closely follows the syllabus for the CT1 exam of The Institute and Faculty of Actuaries Features new content and more examples Online supplements available: http://booksite.elsevier.com/9780080982403/ Includes past exam questions from The Institute and Faculty of Actuaries and the CFA Institute

Financial and Actuarial Statistics

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Financial and Actuarial Statistics

Financial and Actuarial Statistics

An Introduction, Second Edition

  • Author: Dale S. Borowiak,Arnold F. Shapiro
  • Publisher: CRC Press
  • ISBN: 1420085808
  • Category: Mathematics
  • Page: 392
  • View: 9987
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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.

Introduction to Mathematical Portfolio Theory

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Introduction to Mathematical Portfolio Theory

Introduction to Mathematical Portfolio Theory

  • Author: Mark S. Joshi,Jane M. Paterson
  • Publisher: Cambridge University Press
  • ISBN: 1107042313
  • Category: Business & Economics
  • Page: 314
  • View: 8373
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This concise yet comprehensive guide focuses on the mathematics of portfolio theory without losing sight of the finance.

Actuarial Mathematics for Life Contingent Risks

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Actuarial Mathematics for Life Contingent Risks

Actuarial Mathematics for Life Contingent Risks

  • Author: David C. M. Dickson,Mary Hardy,Mary R. Hardy,Howard R. Waters
  • Publisher: Cambridge University Press
  • ISBN: 1107044073
  • Category: Business & Economics
  • Page: 616
  • View: 9347
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This groundbreaking text has been augmented with new material and fully updated to prepare students for the new-style MLC exam.

The Analysis of Covariance and Alternatives

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The Analysis of Covariance and Alternatives

The Analysis of Covariance and Alternatives

Statistical Methods for Experiments, Quasi-Experiments, and Single-Case Studies

  • Author: Bradley Huitema
  • Publisher: John Wiley & Sons
  • ISBN: 9781118067468
  • Category: Mathematics
  • Page: 480
  • View: 7105
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A complete guide to cutting-edge techniques and best practices for applying covariance analysis methods The Second Edition of Analysis of Covariance and Alternatives sheds new light on its topic, offering in-depth discussions of underlying assumptions, comprehensive interpretations of results, and comparisons of distinct approaches. The book has been extensively revised and updated to feature an in-depth review of prerequisites and the latest developments in the field. The author begins with a discussion of essential topics relating to experimental design and analysis, including analysis of variance, multiple regression, effect size measures and newly developed methods of communicating statistical results. Subsequent chapters feature newly added methods for the analysis of experiments with ordered treatments, including two parametric and nonparametric monotone analyses as well as approaches based on the robust general linear model and reversed ordinal logistic regression. Four groundbreaking chapters on single-case designs introduce powerful new analyses for simple and complex single-case experiments. This Second Edition also features coverage of advanced methods including: Simple and multiple analysis of covariance using both the Fisher approach and the general linear model approach Methods to manage assumption departures, including heterogeneous slopes, nonlinear functions, dichotomous dependent variables, and covariates affected by treatments Power analysis and the application of covariance analysis to randomized-block designs, two-factor designs, pre- and post-test designs, and multiple dependent variable designs Measurement error correction and propensity score methods developed for quasi-experiments, observational studies, and uncontrolled clinical trials Thoroughly updated to reflect the growing nature of the field, Analysis of Covariance and Alternatives is a suitable book for behavioral and medical scineces courses on design of experiments and regression and the upper-undergraduate and graduate levels. It also serves as an authoritative reference work for researchers and academics in the fields of medicine, clinical trials, epidemiology, public health, sociology, and engineering.

Estadística

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Estadística

Estadística

  • Author: N.A
  • Publisher: N.A
  • ISBN: N.A
  • Category: America
  • Page: N.A
  • View: 6666
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Financial and Management Accounting

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Financial and Management Accounting

Financial and Management Accounting

An Introduction

  • Author: Pauline Weetman
  • Publisher: Financial Times/Prentice Hall
  • ISBN: 9780273657880
  • Category: Business & Economics
  • Page: 780
  • View: 6537
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This revised and fully updated edition provides students of all disciplines with an introduction to financial and management accounting. Retaining all the features of previous editions, it gives real-life commentaries in each chapter and includes the Safe and Sure annual report as an example of a listed company.

Matrix Analysis for Statistics

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Matrix Analysis for Statistics

Matrix Analysis for Statistics

  • Author: James R. Schott
  • Publisher: John Wiley & Sons
  • ISBN: 1119092485
  • Category: Mathematics
  • Page: 552
  • View: 8792
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An up-to-date version of the complete, self-contained introduction to matrix analysis theory and practice Providing accessible and in-depth coverage of the most common matrix methods now used in statistical applications, Matrix Analysis for Statistics, Third Edition features an easy-to-follow theorem/proof format. Featuring smooth transitions between topical coverage, the author carefully justifies the step-by-step process of the most common matrix methods now used in statistical applications, including eigenvalues and eigenvectors; the Moore-Penrose inverse; matrix differentiation; and the distribution of quadratic forms. An ideal introduction to matrix analysis theory and practice, Matrix Analysis for Statistics, Third Edition features: • New chapter or section coverage on inequalities, oblique projections, and antieigenvalues and antieigenvectors • Additional problems and chapter-end practice exercises at the end of each chapter • Extensive examples that are familiar and easy to understand • Self-contained chapters for flexibility in topic choice • Applications of matrix methods in least squares regression and the analyses of mean vectors and covariance matrices Matrix Analysis for Statistics, Third Edition is an ideal textbook for upper-undergraduate and graduate-level courses on matrix methods, multivariate analysis, and linear models. The book is also an excellent reference for research professionals in applied statistics. James R. Schott, PhD, is Professor in the Department of Statistics at the University of Central Florida. He has published numerous journal articles in the area of multivariate analysis. Dr. Schott’s research interests include multivariate analysis, analysis of covariance and correlation matrices, and dimensionality reduction techniques.