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.