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所在平台: Udemy |
课程主页: https://www.udemy.com/course/loss-distributions-for-actuarial-models/
课程评论：没有评论
课程名称：精算模型中的损失分布 课程概述：该课程旨在向学生精算师介绍与损失分布相关的多项基本标准，并利用R Studio进行实际操作。课程内容包括： 1. 描述适用于建模个别损失和总损失的统计分布的性质。 2. 解释超额（免赔额）和留存限额的概念。 3. 描述比例再保险和超额再保险的简单运行方式。 4. 在存在超额（免赔额）和再保险的情况下，推导保险公司和再保险公司承担的索赔金额的分布及相应的矩。 5. 当数据完整或不完整时，使用最大似然法和矩法估计失效时间或损失分布的参数。 6. 将统计分布拟合到数据集，并计算适当的拟合优度指标。 此外，课程还涉及复合分布及其矩与子分布的表示方法。通过本课程，学员将能够掌握损失分布的核心概念，为进一步的精算分析奠定基础。
This course aims to introduce student actuaries to the following criteria.It also discusses how to do the below with R StudioLoss distributions, with and without risk sharing 1.1.1 Describe the properties of the statistical distributions which are suitable for modelling individual and aggregate losses. 1.1.2 Explain the concepts of excesses (deductibles), and retention limits. 1.1.3 Describe the operation of simple forms of proportional and excess of loss reinsurance. 1.1.4 Derive the distribution and corresponding moments of the claim amounts paid by the insurer and the reinsurer in the presence of excesses (deductibles) and reinsurance. 1.1.5 Estimate the parameters of a failure time or loss distribution when the data is complete, or when it is incomplete, using maximum likelihood and the method of moments. 1.1.6 Fit a statistical distribution to a dataset and calculate appropriate goodness of fit measures.The course also contains compound distributions and how to represent their moments with the child distributions.
