Regression modeling with actuarial and financial applications /

This title gives actuarial and finance students a foundation in multiple regression and time series, and discusses advanced statistical topics that are relevant to actuarial and financial practice.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Frees, Edward W.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge ; New York : Cambridge University Press, 2010.
Colección:International series on actuarial science.
Temas:
Insurance > Statistical methods.
Finance > Statistical methods.
Regression analysis.
Assurance > Méthodes statistiques.
Finances > Méthodes statistiques.
Analyse de régression.
MATHEMATICS > Probability & Statistics > Regression Analysis.
Finance > Statistical methods
Insurance > Statistical methods
Regression analysis
Finanzmathematik
Regressionsanalyse
Versicherungsmathematik
Regression > Finanzmathematik.
Finanzmathematik > Regression (Math.)
Versicherungsmathematik > Regression (Math.)
Regression > Versicherungsmathematik.
Assegurances > Mètodes estadístics.
Finances > Mètodes estadístics.
Matemàtica financera.
Anàlisi de regressió.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 1. Regression and the Normal Distribution
  • pt. I. Linear Regression
  • 2. Basic Linear Regression
  • 3. Multiple Linear Regression
  • I
  • 4. Multiple Linear Regression
  • II
  • 5. Variable Selection
  • 6. Interpreting Regression Results
  • pt. II. Topics in Time Series
  • 7. Modeling Trends
  • 8. Autocorrelations and Autoregressive Models
  • 9. Forecasting and Time Series Models
  • 10. Longitudinal and Panel Data Models
  • pt. III. Topics in Nonlinear Regression
  • 11. Categorical Dependent Variables
  • 12. Count Dependent Variables
  • 13. Generalized Linear Models
  • 14. Survival Models
  • 15. Miscellaneous Regression Topics
  • pt. IV. Actuarial Applications
  • 16. Frequency-Severity Models
  • 17. Fat-Tailed Regression Models
  • 18. Credibility and Bonus-Malus
  • 19. Claims Triangles
  • 20. Report Writing: Communicating Data Analysis Results
  • 21. Designing Effective Graphs
  • Appendix 1. Basic Statistical Inference
  • Appendix 2. Matrix Algebra
  • Appendix 3. Probability Tables.

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