1st Edition
Computational Probability with Python Theory, Simulation, and Actuarial Applications
I. Probability Theory 1 Set Theory. 2 Combinations and Permutations. 3 Probability. 4 Conditional Probability. 5 Random Variables. 6 Expectation and Variance. 7 Discrete Distributions. 8 Continuous Distributions. 9 Joint Distributions. 10 Conditional Distribution. 11 Limiting Theorems. II .Actuarial Applications 12 . Cost-Sharing Provisions in Insurance Contracts 13. Risk Measures 14. Risk Models and Premium Principles. 15. Mortality Models. A Simulation Technique B. Solutions to Selected Exercises
Biography
Guojun Gan is an Associate Professor in the Department of Mathematics at the University of Connecticut, where he has served since August 2014, following six years in a major life insurance company in Toronto and one year at a hedge fund in Oakville, Canada. He holds a B.S. from Jilin University (2001) and M.S. and Ph.D. degrees from York University (2003 and 2007), and is a Fellow of the Society of Actuaries (FSA). His research spans actuarial science and data science, and he has authored several books and numerous peer-reviewed publications on topics such as data clustering, variable annuities, loss models, applied statistics, programming, and mathematical finance.
