Modelos de Risco (1 º Sem 2015/2016)

CA (Actuarial Science)

Bibliografia

Principal

• Klugman, S.A., Panjer, H.H. and Willmot, G.E. , Loss Models ? From data to decisions , 4th Edition, John Wiley & Sons, Inc., New-Jersey., 2008
• Hesterberg, T., Monaghan, S., Mooree, D.S., Clipson, A., Epstein, R. , Bootstrap Methods and Permutation Tests , companion chapter 18 to The practice of Business Statistics by David S. Moore, MCCabe, Duckworth and Sclove., 2003
• Casella, G. and Berger, R., Statistical Inference , (Second Edition). Duxbury Press., 2001
• Efron, B. and Tibshirami, R.J., An Introduction to the Bootstrap , Chapman & Hall, New-York., 1993
• Ross, S.M., Simulation , 3rd Edition, Academic Press, 2002
• Seila, A., Ceric,V. and Tadikamalla,P., Applied Simulation Modeling , Duxbury Applied Serie., 2003
• Wasserman, L., All of Statistics: A Concise Course in Statistical Inference , New York, Springer., 2004