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Computation and Modelling in Insurance and Finance / (Record no. 37067)

MARC details
000 -LEADER
fixed length control field 02047nam a22002897a 4500
001 - CONTROL NUMBER
control field sulb-eb0015223
003 - CONTROL NUMBER IDENTIFIER
control field BD-SySUS
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20160405134117.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 110216s2014||||enk o ||1 0|eng|d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781139020251 (ebook)
Canceled/invalid ISBN 9780521830485 (hardback)
040 ## - CATALOGING SOURCE
Original cataloging agency UkCbUP
Language of cataloging eng
Description conventions rda
Transcribing agency UkCbUP
Modifying agency BD-SySUS.
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG8781
Item number .B675 2014
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 368/.01
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Bølviken, Erik,
Relator term author.
245 10 - TITLE STATEMENT
Title Computation and Modelling in Insurance and Finance /
Statement of responsibility, etc. Erik Bølviken.
246 3# - VARYING FORM OF TITLE
Title proper/short title Computation & Modelling in Insurance & Finance
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Cambridge :
Name of producer, publisher, distributor, manufacturer Cambridge University Press,
Date of production, publication, distribution, manufacture, or copyright notice 2014.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (709 pages) :
Other physical details digital, PDF file(s).
490 0# - SERIES STATEMENT
Series statement International Series on Actuarial Science
500 ## - GENERAL NOTE
General note Title from publisher's bibliographic system (viewed on 04 Apr 2016).
520 ## - SUMMARY, ETC.
Summary, etc. Focusing on what actuaries need in practice, this introductory account provides readers with essential tools for handling complex problems and explains how simulation models can be created, used and re-used (with modifications) in related situations. The book begins by outlining the basic tools of modelling and simulation, including a discussion of the Monte Carlo method and its use. Part II deals with general insurance and Part III with life insurance and financial risk. Algorithms that can be implemented on any programming platform are spread throughout and a program library written in R is included. Numerous figures and experiments with R-code illustrate the text. The author's non-technical approach is ideal for graduate students, the only prerequisites being introductory courses in calculus and linear algebra, probability and statistics. The book will also be of value to actuaries and other analysts in the industry looking to update their skills.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Print version:
International Standard Book Number 9780521830485
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title International Series on Actuarial Science.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1017/CBO9781139020251">http://dx.doi.org/10.1017/CBO9781139020251</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type

No items available.