Computational Actuarial Science with R


I recently co-authored a chapter on “Prospective Life Tables” for this book, edited by Arthur Charpentier. R code to reproduce the figures and to complete the exercises for our chapter is now available on github. Code for the other chapters should also be available soon. The book can be pre-ordered on Amazon.

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  • matt

    Looks interesting, but why so expensive? I mean, really, $70 for a book which probably is a collection of articles and posts that are available on the internet and probably largely builds on packages like chain ladder and actuar, which are also provided free of charge? I say ‘probably’ because there is not even a preview or toc on Amazon.

    • Markus Gesmann

      I contributed the chapter on IBNR and Claims Reserving and therefore had the privilege to see draft versions of the book. I think, it will be great reference book on the various aspects of actuarial science – and getting the job done with R. It has contributions not only from well known academics, but practitioners as well. And it is only about $0.10 per page. The draft chapter on Bayesian Philosophy has served me well already. Can’t wait to see the printed version.