Regression modeling with actuarial and financial applications

Frees, Edward W.

ISBN 10: 0521135966 / ISBN 13: 9780521135962

Edité par Cambridge University Press, Cambridge, 2010

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N° de réf. du vendeur 100866636

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Titre : Regression modeling with actuarial and ...

Éditeur : Cambridge University Press, Cambridge

Date d'édition : 2010

Reliure : TAPA BLANDA

Etat : New

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Synopsis :

Regression Modeling with Actuarial and Financial Applications Teaches multiple regression and time series and how to use these to analyze real data in risk management and finance. Full description

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.