R Programming for Actuarial Science
eBook - ePub

R Programming for Actuarial Science

  1. English
  2. ePUB (mobile friendly)
  3. Available on iOS & Android
eBook - ePub

R Programming for Actuarial Science

About this book

R Programming for Actuarial Science

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.

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.

Frequently asked questions

Yes, you can cancel anytime from the Subscription tab in your account settings on the Perlego website. Your subscription will stay active until the end of your current billing period. Learn how to cancel your subscription.
No, books cannot be downloaded as external files, such as PDFs, for use outside of Perlego. However, you can download books within the Perlego app for offline reading on mobile or tablet. Learn more here.
Perlego offers two plans: Essential and Complete
  • Essential is ideal for learners and professionals who enjoy exploring a wide range of subjects. Access the Essential Library with 800,000+ trusted titles and best-sellers across business, personal growth, and the humanities. Includes unlimited reading time and Standard Read Aloud voice.
  • Complete: Perfect for advanced learners and researchers needing full, unrestricted access. Unlock 1.4M+ books across hundreds of subjects, including academic and specialized titles. The Complete Plan also includes advanced features like Premium Read Aloud and Research Assistant.
Both plans are available with monthly, semester, or annual billing cycles.
We are an online textbook subscription service, where you can get access to an entire online library for less than the price of a single book per month. With over 1 million books across 1000+ topics, we’ve got you covered! Learn more here.
Look out for the read-aloud symbol on your next book to see if you can listen to it. The read-aloud tool reads text aloud for you, highlighting the text as it is being read. You can pause it, speed it up and slow it down. Learn more here.
Yes! You can use the Perlego app on both iOS or Android devices to read anytime, anywhere — even offline. Perfect for commutes or when you’re on the go.
Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app.
Yes, you can access R Programming for Actuarial Science by Peter McQuire,Alfred Kume in PDF and/or ePUB format, as well as other popular books in Informatique & Sciences générales de l'informatique. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Wiley
Year
2023
Print ISBN
9781119754978
eBook ISBN
9781119754992
Edition
1
Topic
Informatique
Subtopic
Sciences générales de l'informatique

Table of contents

  1. Cover
  2. Title Page
  3. Copyright Page
  4. Dedication
  5. Table of Contents
  6. About the Companion Website
  7. Introduction
  8. 1 R : What You Need to Know to Get Started
  9. 2 Functions in R
  10. 3 Financial Mathematics (1): Interest Rates and Valuing Cashflows
  11. 4 Financial Mathematics (2): Miscellaneous Examples
  12. 5 Fundamental Statistics: A Selection of Key Topics . Dr A Kume
  13. 6 Multivariate Distributions, and Sums of Random Variables
  14. 7 Benefits of Diversification
  15. 8 Modern Portfolio Theory
  16. 9 Duration – A Measure of Interest Rate Sensitivity
  17. 10 Asset-Liability Matching: An Introduction
  18. 11 Hedging: Protecting Against a Fall in Equity Markets
  19. 12 Immunisation – Redington and Beyond
  20. 13 Copulas
  21. 14 Copulas – A Modelling Exercise
  22. 15 Bond Portfolio Valuation: A Simple Credit Risk Model
  23. 16 The Markov 2-State Mortality Model
  24. 17 Approaches to Fitting Mortality Models: The Markov 2-state Model and an Introduction to Splines
  25. 18 Assessing the Suitability of Mortality Models: Statistical Tests
  26. 19 The Lee-Carter Model
  27. 20 The Kaplan-Meier Estimator
  28. 21 Cox Proportionate Hazards Regression Model
  29. 22 Markov Multiple State Models: Applications to Life Contingencies
  30. 23 Contingencies I
  31. 24 Contingencies II
  32. 25 Actuarial Risk Theory – An Introduction: Collective and Individual Risk Models
  33. 26 Collective Risk Models: Exercise
  34. 27 Generalised Linear Models: Poisson Regression
  35. 28 Extreme Value Theory
  36. 29 Introduction to Machine Learning: k-Nearest Neighbours (kNN)
  37. 30 Time Series Modelling in R – Dr A Kume
  38. 31 Volatility Models – GARCH
  39. 32 Modelling Future Stock Prices Using Geometric Brownian Motion: An Introduction
  40. 33 Financial Options: Pricing, Characteristics, and Strategies
  41. Index
  42. End User License Agreement