Regression Modeling with Actuarial and Financial Applications - Couverture rigide

Frees, Edward W.

Couverture rigide

ISBN 10 : 0521760119 ISBN 13 : 9780521760119

Editeur : Cambridge University Press, 2009

Synopsis

Book by Frees Edward W

A propos du livre

Présentation de l'éditeur

This text gives budding actuaries and financial analysts a foundation in multiple regression and time series. They will learn about these statistical techniques using data on the demand for insurance, lottery sales, foreign exchange rates, and other applications. Although no specific knowledge of risk management or finance is presumed, the approach introduces applications in which statistical techniques can be used to analyze real data of interest. In addition to the fundamentals, this book describes several advanced statistical topics that are particularly relevant to actuarial and financial practice, including the analysis of longitudinal, two-part (frequency/severity), and fat-tailed data. Datasets with detailed descriptions, sample statistical software scripts in 'R' and 'SAS', and tips on writing a statistical report, including sample projects, can be found on the book's Web site: http://research.bus.wisc.edu/RegActuaries.

Revue de presse

'It would be an ideal text for a semester - or a year-long course in applied statistical methods for actuarial science majors. But it would also be a welcome addition to the bookshelf of pracitcing actuaries at all levels, both actuarial students charged with conducting analyses for which the methods discussed in the book are most relevant, and senior managers who use such analysis as a basis for financial decision making ... Perhaps my favorite part of Fee's book is the final two chapters, on Report Writing and Designing Effective Graphs. If these fine essays do not already appear somewhere on the Society of Actuaries syllabus, they should be added immediately.' Ronald C. Neath, The American Statistician

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2009
• ISBN 10: 0521760119
• ISBN 13: 9780521760119
• Reliure: Relié
• Langue: anglais
• Nombre de pages: 584