Название: R Programming for Actuarial ScienceАвтор: Peter McQuire, Alfred Kume
Издательство: Wiley
Год: 2024
Страниц: 632
Язык: английский
Формат: pdf (true)
Размер: 10.1 MB
Professional resource providing an introduction to R coding for actuarial and financial mathematics applications, with real-life examples.
R Programming for Actuarial Science provides a grounding in R programming applied to the mathematical and statistical methods that are of relevance for actuarial work.
In R Programming for Actuarial Science, readers will find:
Basic theory for each chapter to complement other actuarial textbooks which provide foundational theory in depth.
Topics covered include compound interest, statistical inference, asset-liability matching, time series, loss distributions, contingencies, mortality models, and option pricing plus many more typically covered in university courses.
More than 400 coding examples and exercises, most with solutions, to enable students to gain a better understanding of underlying mathematical and statistical principles.
An overall basic to intermediate level of coverage in respect of numerous actuarial applications, and real-life examples included with every topic.
The overriding objective of this book is to help students of actuarial mathematics and related disciplines such as financial mathematics, develop programming skills which will enhance their understanding of actuarial, financial, and statistical concepts, enabling them to solve real-world problems encountered in these fields. Breaking this down further, the purposes of the book is two-fold:
1. To provide an introduction to the programming language, R. This is achieved using worked examples and undertaking exercises commonly seen in the fields of actuarial and financial mathematics.
2. Secondly, to improve the reader’s level of understanding of actuarial and financial topics by using these programming skills. We believe that most students can develop a deeper understanding of mathematical material by solving problems using a programming language. From our experience of teaching actuarial mathematics and statistics, students often confirm that their understanding of a topic has vastly improved following the completion of a computer-based exercise or project.
Providing a highly useful combination of practical discussion and basic theory, R Programming for Actuarial Science is an essential reference for BSc/MSc students in actuarial science, trainee actuaries studying privately, and qualified actuaries with little programming experience, along with undergraduate students studying finance, business, and economics.
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