Computational actuarial science with R

Contributor(s):

Charpentier, Arthur [Editor ]

Material type: Text

TextSeries: Chapman and Hall/CRC the R SeriesPublication details: Boca Raton CRC Press 2015Description: xxxi, 618 pISBN:

9781466592599

Subject(s):

Actuarial science

DDC classification:

368.0102855133 C6

Summary: Computational Actuarial Science with R provides an introduction to the computational aspects of actuarial science. Using simple R code, the book helps you understand the algorithms involved in actuarial computations. It also covers more advanced topics, such as parallel computing and C/C++ embedded codes. After an introduction to the R language, the book is divided into four parts. The first one addresses methodology and statistical modeling issues. The second part discusses the computational facets of life insurance, including life contingencies calculations and prospective life tables. Focusing on finance from an actuarial perspective, the next part presents techniques for modeling stock prices, nonlinear time series, yield curves, interest rates, and portfolio optimization. The last part explains how to use R to deal with computational issues of nonlife insurance. Taking a do-it-yourself approach to understanding algorithms, this book demystifies the computational aspects of actuarial science. It shows that even complex computations can usually be done without too much trouble. Datasets used in the text are available in an R package (CASdatasets). (http://www.crcpress.com/product/isbn/9781466592599)

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Book	Ahmedabad	Non-fiction	368.0102855133 C6 (Browse shelf(Opens below))	Available		188616

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Computational Actuarial Science with R provides an introduction to the computational aspects of actuarial science. Using simple R code, the book helps you understand the algorithms involved in actuarial computations. It also covers more advanced topics, such as parallel computing and C/C++ embedded codes.

After an introduction to the R language, the book is divided into four parts. The first one addresses methodology and statistical modeling issues. The second part discusses the computational facets of life insurance, including life contingencies calculations and prospective life tables. Focusing on finance from an actuarial perspective, the next part presents techniques for modeling stock prices, nonlinear time series, yield curves, interest rates, and portfolio optimization. The last part explains how to use R to deal with computational issues of nonlife insurance.

Taking a do-it-yourself approach to understanding algorithms, this book demystifies the computational aspects of actuarial science. It shows that even complex computations can usually be done without too much trouble. Datasets used in the text are available in an R package (CASdatasets).
(http://www.crcpress.com/product/isbn/9781466592599)

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