Computational Actuarial Science with R

Introduction Arthur Charpentier and Rob Kaas Methodology Standard Statistical Inference Christophe Dutang Bayesian Philosophy Arthur Charpentier and Ben Escoto Statistical Learning Arthur Charpentier and Stephane Tuffery Spatial Analysis Renato Assuncao, Marcelo Azevedo Costa, Marcos Oliveira Prates, and Luis Gustavo Silva e Silva Reinsurance and Extremal Events Eric Gilleland and Mathieu Ribatet Life Insurance Life Contingencies Giorgio Spedicato Prospective Life Tables Heather Booth, Rob J. Hyndman, and Leonie Tickle Prospective Mortality Tables and Portfolio Experience Julien Tomas and Frederic Planchet Survival Analysis Frederic Planchet and Pierre-E. Therond Finance Stock Prices and Time Series Yohan Chalabi and Diethelm Wurtz Yield Curves and Interest Rates Models Sergio S. Guirreri Portfolio Allocation Yohan Chalabi and Diethelm Wurtz Non-Life Insurance General Insurance Pricing Jean-Philippe Boucher and Arthur Charpentier Longitudinal Data and Experience Rating Katrien Antonio, Peng Shi, and Frank van Berkum Claims Reserving and IBNR Markus Gesmann Bibliography Index R Command Index