This book includes advanced material in actuarial modeling that goes beyond the material covered the Society of Actuaries Exam C (as covered in the Fourth Edition of Loss Models: From Data to Decisions). It is an essential reference for practicing actuaries and actuarial researchers as well as programs or aspiring actuarial science students. The book maintains an approach to modeling that uses tools related to risk theory, loss distributions, and survival models. Topics covered include extreme value distributions, Coxian and related distributions, mixed Erlang distributions, computational and analytical methods for aggregate claims models, counting process, compound distributions with time dependent claim amounts, copula models, continuous time ruin models, and interpolation and smoothing. Numerous exercises and solutions are included.



STUART A. KLUGMAN, PhD, is Staff Fellow (Education) at the Society of Actuaries and Principal Financial Group Distinguished Professor Emeritus of Actuarial Science at Drake University. Dr. Klugman is a two-time recipient of the Society of Actuaries' Presidential Award.

HARRY H. PANJER, PhD, is Distinguished Professor Emeritus in the Department of Statistics and Actuarial Science at the University of Waterloo, Canada. Dr. Panjer was previously president of the Canadian Institute of Actuaries and the Society of Actuaries.

GORDON E. WILLMOT, PhD, is Munich Re Chair in Insurance and Professor in the Department of Statistics and Actuarial Science at the University of Waterloo, Canada. Dr. Willmot has authored more than eighty-five articles in the areas of risk theory, queuing theory, distribution theory, and stochastic modeling in insurance.

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