Probability: the Science of Uncertainty: With Applications to Investments, Insurance, and Engin...
ISBN: 9780821847923 | 0821847929
Format: HardcoverPublisher: Amer Mathematical Society
Pub. Date: 2/19/2009
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This book covers the basic probability of distributions with an emphasis on applications from the areas of investments, insurance, and engineering. Written by a Fellow of the Casualty Actuarial Society and the Society of Actuaries with many years of experience as a university professor and industry practitioner, the book is suitable as a text for senior undergraduate and beginning graduate students in mathematics, statistics, actuarial science, finance, or engineering as well as a reference for practitioners in these fields.
| Introduction | |
| A survey of some basic concepts through examples | |
| Classical probability | |
| Random variables and probability distributions | |
| Special discrete distributions | |
| Special continuous distributions | |
| Transformations of random variables | |
| Sums and products of random variables | |
| Mixtures and compound distributions | |
| The Markowitz investment portfolio selection model | |
| Appendixes | |
| Answers to selected exercises | |
| Index | |
| Table of Contents provided by Publisher. All Rights Reserved. |
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