About the Book

Written by three renowned authorities in the actuarial field, "Loss Models, Third Edition" upholds the reputation for excellence that has made this book required reading for the Society of Actuaries (SOA) and Casualty Actuarial Society (CAS) qualification examinations. This update serves as a complete presentation of statistical methods for measuring risk and building models to measure loss in real-world events. It provides over 400 exercises that have appeared on previous SOA and CAS examinations, as well as Intriguing examples from the fields of insurance and business.

Features of the Third Edition include: Extended discussion of risk management and risk measures, including Tail-Value-at-Risk Maintains an approach to modeling and forecasting that utilizes tools related to risk theory, loss distributions, and survival models Expanded coverage of copula models and their estimation New sections on extreme value distributions and their estimations All data sets are available on the book's FTP site

"Loss Models, Third Edition" is an essential resource for students and aspiring actuaries who are preparing to take the SOA and CAS preliminary examination. It is a must-have reference for professional actuaries, graduate students in the actuarial field, and anyone who works with loss and risk models in their everyday work.

To explore our additional offerings in actuarial exam preparation visit www.wiley.com/go/actuarialexamprep .

Product Details

Media: Hardcover Book, 726 pages

Language: English

Publisher: John Wiley & Sons (Sep. 30th, 2008)

ISBN-10: 0470187816

ISBN-13: 9780470187814

Dimensions: 7.20 x 10.10 x 2.00 inches

Shipping Weight: 3.70 lbs

• Categories: Business Statistics