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Actuarial Mathematics for Life Contingent Risks
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- 24 September 2009
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Author index
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- Actuarial Mathematics for Life Contingent Risks
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- 24 September 2009, pp 487-487
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10 - Interest rate risk
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- 24 September 2009, pp 326-352
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References
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13 - Option pricing
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4 - Insurance benefits
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14 - Basic Monte Carlo methods
- from Part IV - Model construction and evaluation
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- Nonlife Actuarial Models
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- 17 September 2009, pp 400-434
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13 - Model evaluation and selection
- from Part IV - Model construction and evaluation
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Notation and convention
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1 - Claim-frequency distribution
- from Part I - Loss models
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- 17 September 2009, pp 3-40
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Part III - Credibility
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Index
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- 17 September 2009, pp 521-524
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Contents
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- 17 September 2009, pp vii-xii
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4 - Risk measures
- from Part II - Risk and ruin
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- 17 September 2009, pp 115-142
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2 - Claim-severity distribution
- from Part I - Loss models
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- 17 September 2009, pp 41-85
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References
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- 17 September 2009, pp 518-520
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5 - Ruin theory
- from Part II - Risk and ruin
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- 17 September 2009, pp 143-168
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6 - Classical credibility
- from Part III - Credibility
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- 17 September 2009, pp 171-189
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12 - Parametric model estimation
- from Part IV - Model construction and evaluation
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- 17 September 2009, pp 335-379
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10 - Model estimation and types of data
- from Part IV - Model construction and evaluation
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- 17 September 2009, pp 281-300
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