SOA QFI Track 参考书超全大合集

https://bbs.pinggu.org/thread-6906828-1-1.html

文章名称：Stochastic Modeling - Theory and Reality from an Actuarial Perspective

出版机构：International Actuarial Association (IAA)

出版日期：2010, 2nd Edition

共418p，文字版（非扫描版）彩色PDF

ISBN 978-0-9813968-1-1

目录：

IntroductionI. General Methodology
I. General Methodology
I.A Stochastic Models vs. Non-stochastic Models
I.B Risk-neutral vs. Real-world
I.C Distributions and Fitting
I.D Random Number Generation
I.E. RiskMeasures
II. GeneralApplications
II.A Economic Scenario Generators
II.B LifeandHealthModels
II.C Non-life Claim Models
II.D Non-life Financial Models
II.E Country- and Region-specific Issues
III. Evaluating and Discussing Results
III.A Calibrating the Model
III.B ValidatingtheModel
III.C Conducting a Peer Review
III.D Communicating the Results
III.E Auditing the Process
IV. Case Studies
IV.A Development and Management of a Variable Annuity Product
IV.B Economic Capital for a Multi-line Life Insurance Company
IV.C Embedded Value for a Multi-national Multi-line Life Insurance Company
IV.D Unpaid Claim Variability for a Multi-line Non-life Insurance Company
IV.E StochasticLiabilityandCapitalCalculations
IV.F Economic Capital for a Multi-line Non-life Insurance Company
IV.G Combining Economic Capital Results for Life and Non-life Companies
V. References, Abbreviations and Author Biographies
Appendices