Ilmu aktuaria

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Ilmu Pengetahuan
Formal
  • Logika
  • Matematika
  • Logika matematika
  • Statistika matematika
  • Ilmu komputer teoretis
  • Teori permainan
  • Teori keputusan
  • Ilmu aktuaria
  • Teori informasi
  • Teori sistem
Fisikal
Fisika

Kimia

Astronomi

Ilmu bumi

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Ilmu aktuaria adalah bidang ilmu yang menerapkan metode matematika dan statistika untuk mengukur risiko dalam asuransi, produk-produk keuangan, serta industri dan profesi lain. Secara umum, ilmu aktuaria menerapkan matematika untuk memodelkan hal-hal yang tidak pasti. Profesi yang bergerak di bidang ini adalah aktuaris. Di banyak negara, para aktuaris harus melewati ujian profesi untuk memastikan keahliannya. Ilmu aktuaris menghubungkan berbagai ilmu lainnya, termasuk matematika, teori peluang, statistika, ilmu keuangan, ekonomi, dan ilmu komputer. Awalnya ilmu ini menggunakan model-model deterministik dengan alat bantu berupa tabel-tabel dan premi. Ilmu ini mengalami revolusi pada tahun ke 1980 dengan semakin meningkatnya kecepatan komputer, dan penggunaan model stokastik yang digabungkan dengan teori keuangan modern.[1]

Referensi

  1. ^ Frees, Edward W. (January 1990). "Stochastic Life Contingencies with Solvency Considerations" (PDF). Transactions of the Society of Actuaries. XLII: 91–148. Diarsipkan dari versi asli (PDF) tanggal 2006-01-03. Diakses tanggal 2006-06-28.  Parameter |url-status= yang tidak diketahui akan diabaikan (bantuan)

Daftar pustaka

  • Charles L. Trowbridge (1989). "Fundamental Concepts of Actuarial Science" (PDF). Revised Edition. Actuarial Education and Research Fund. Diarsipkan dari versi asli (PDF) tanggal 2006-06-29. Diakses tanggal 2006-06-28.  Parameter |url-status= yang tidak diketahui akan diabaikan (bantuan)

Pranala luar

  • Ilmu aktuaria di Curlie (dari DMOZ)
  • l
  • b
  • s
  • Outline
  • Index
Continuous data
Pusat
Dispersion
  • Variance
  • Standard deviation
  • Coefficient of variation
  • Percentile
  • Range
  • Interquartile range
Shape
  • Central limit theorem
  • Moments
    • Skewness
    • Kurtosis
    • L-moments
Count data
  • Index of dispersion
Summary tables
  • Grouped data
  • Frequency distribution
  • Contingency table
Dependence
  • Pearson product-moment correlation
  • Rank correlation
    • Spearman's rho
    • Kendall's tau
  • Partial correlation
  • Scatter plot
Graphics
  • Bar chart
  • Biplot
  • Box plot
  • Control chart
  • Correlogram
  • Fan chart
  • Forest plot
  • Histogram
  • Pie chart
  • Q–Q plot
  • Run chart
  • Scatter plot
  • Stem-and-leaf display
  • Radar chart
Pengumpulan Data
Study design
  • Population
  • Statistic
  • Effect size
  • Statistical power
  • Sample size determination
  • Missing data
Survey methodology
  • Sampling
    • stratified
    • cluster
  • Standard error
  • Opinion poll
  • Questionnaire
Controlled experiments
  • Design
    • control
    • optimal
  • Controlled trial
  • Randomized
  • Random assignment
  • Replication
  • Blocking
  • Interaction
  • Factorial experiment
Uncontrolled studies
  • Observational study
  • Natural experiment
  • Quasi-experiment
Statistical theory
  • Population
  • Statistic
  • Probability distribution
  • Sampling distribution
    • Order statistic
  • Empirical distribution
    • Density estimation
  • Statistical model
    • Lp space
  • Parameter
    • location
    • scale
    • shape
  • Parametric family
    • Likelihood (monotone)
    • Location–scale family
    • Exponential family
  • Completeness
  • Sufficiency
  • Statistical functional
    • Bootstrap
    • U
    • V
  • Optimal decision
    • loss function
  • Efficiency
  • Statistical distance
    • divergence
  • Asymptotics
  • Robustness
Frequentist inference
Point estimation
  • Estimating equations
    • Maximum likelihood
    • Method of moments
    • M-estimator
    • Minimum distance
  • Unbiased estimators
    • Mean-unbiased minimum-variance
      • Rao–Blackwellization
      • Lehmann–Scheffé theorem
    • Median unbiased
  • Plug-in
Interval estimation
  • Confidence interval
  • Pivot
  • Likelihood interval
  • Prediction interval
  • Tolerance interval
  • Resampling
    • Bootstrap
    • Jackknife
Testing hypotheses
  • 1- & 2-tails
  • Power
    • Uniformly most powerful test
  • Permutation test
    • Randomization test
  • Multiple comparisons
Parametric tests
  • Likelihood-ratio
  • Wald
  • Score
Specific tests
  • Z-test (normal)
  • Student's t-test
  • F-test
Goodness of fit
  • Chi-squared
  • G-test
  • Kolmogorov–Smirnov
  • Anderson–Darling
  • Lilliefors
  • Jarque–Bera
  • Normality (Shapiro–Wilk)
  • Likelihood-ratio test
  • Model selection
    • Cross validation
    • AIC
    • BIC
Rank statistics
  • Sign
    • Sample median
  • Signed rank (Wilcoxon)
    • Hodges–Lehmann estimator
  • Rank sum (Mann–Whitney)
  • Nonparametric anova
    • 1-way (Kruskal–Wallis)
    • 2-way (Friedman)
    • Ordered alternative (Jonckheere–Terpstra)
Bayesian inference
  • Bayesian probability
    • prior
    • posterior
  • Credible interval
  • Bayes factor
  • Bayesian estimator
    • Maximum posterior estimator
Correlation
  • Pearson product-moment
  • Partial correlation
  • Confounding variable
  • Coefficient of determination
Regression analysis
  • Errors and residuals
  • Regression model validation
  • Mixed effects models
  • Simultaneous equations models
  • Multivariate adaptive regression splines (MARS)
Linear regression
  • Simple linear regression
  • Ordinary least squares
  • General linear model
  • Bayesian regression
Non-standard predictors
  • Nonlinear regression
  • Nonparametric
  • Semiparametric
  • Isotonic
  • Robust
  • Heteroscedasticity
  • Homoscedasticity
Generalized linear model
  • Exponential families
  • Logistic (Bernoulli) / Binomial / Poisson regressions
Partition of variance
  • Analysis of variance (ANOVA, anova)
  • Analysis of covariance
  • Multivariate ANOVA
  • Degrees of freedom
Kategorik / Multivariat / Deret waktu / Analisis ketahanan
Categorical
  • Cohen's kappa
  • Contingency table
  • Graphical model
  • Log-linear model
  • McNemar's test
Multivariate
  • Regression
  • Manova
  • Principal components
  • Canonical correlation
  • Discriminant analysis
  • Cluster analysis
  • Classification
  • Structural equation model
    • Factor analysis
  • Multivariate distributions
    • Elliptical distributions
      • Normal
Time-series
General
  • Decomposition
  • Trend
  • Stationarity
  • Seasonal adjustment
  • Exponential smoothing
  • Cointegration
  • Structural break
  • Granger causality
Specific tests
  • Dickey–Fuller
  • Johansen
  • Q-statistic (Ljung–Box)
  • Durbin–Watson
  • Breusch–Godfrey
Time domain
  • Autocorrelation (ACF)
    • partial (PACF)
  • Cross-correlation (XCF)
  • ARMA model
  • ARIMA model (Box–Jenkins)
  • Autoregressive conditional heteroskedasticity (ARCH)
  • Vector autoregression (VAR)
Frequency domain
  • Spectral density estimation
  • Fourier analysis
  • Wavelet
  • Whittle likelihood
Survival
Survival function
  • Kaplan–Meier estimator (product limit)
  • Proportional hazards models
  • Accelerated failure time (AFT) model
  • First hitting time
Hazard function
  • Nelson–Aalen estimator
Test
  • Log-rank test
Aplikasi
Biostatistics
  • Bioinformatics
  • Clinical trials / studies
  • Epidemiology
  • Medical statistics
Engineering statistics
  • Chemometrics
  • Methods engineering
  • Probabilistic design
  • Process / quality control
  • Reliability
  • System identification
Social statistics
  • Actuarial science
  • Census
  • Crime statistics
  • Demography
  • Econometrics
  • National accounts
  • Official statistics
  • Population statistics
  • Psychometrics
Spatial statistics
  • Cartography
  • Environmental statistics
  • Geographic information system
  • Geostatistics
  • Kriging
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  • Commons pageCommons
  • WikiProject WikiProject
Pengawasan otoritas Sunting ini di Wikidata
Umum
  • Integrated Authority File (Jerman)
Perpustakaan nasional
  • Spanyol
  • Prancis (data)
  • Amerika Serikat
Lain-lain
  • Microsoft Academic