Author : Edward W. Frees
Publisher : Cambridge University Press
Page : 585 pages
File Size : 40,90 MB
Release : 2010
Category : Business & Economics
ISBN : 0521760119
This book teaches multiple regression and time series and how to use these to analyze real data in risk management and finance.
Author : Edward W. Frees
Publisher : Cambridge University Press
Page : 584 pages
File Size : 35,84 MB
Release : 2009-11-30
Category : Business & Economics
ISBN : 1139484931
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.
Author : Edward W. Frees
Publisher :
Page : 565 pages
File Size : 19,6 MB
Release : 2010
Category : Electronic book
ISBN : 9781107713352
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.
Author : Edward W. Frees
Publisher : Cambridge University Press
Page : 565 pages
File Size : 28,35 MB
Release : 2014-07-28
Category : Business & Economics
ISBN : 1107029872
This book is for actuaries and financial analysts developing their expertise in statistics and who wish to become familiar with concrete examples of predictive modeling.
Author : Angus S. Macdonald
Publisher : Cambridge University Press
Page : 387 pages
File Size : 26,7 MB
Release : 2018-05-03
Category : Business & Economics
ISBN : 110704541X
Modern mortality modelling for actuaries and actuarial students, with example R code, to unlock the potential of individual data.
Author : Dale S. Borowiak
Publisher : CRC Press
Page : 392 pages
File Size : 48,50 MB
Release : 2013-11-12
Category : Business & Economics
ISBN : 0203911245
Understand Up-to-Date Statistical Techniques for Financial and Actuarial ApplicationsSince the first edition was published, statistical techniques, such as reliability measurement, simulation, regression, and Markov chain modeling, have become more prominent in the financial and actuarial industries. Consequently, practitioners and students must ac
Author : Edward W. Frees
Publisher : Cambridge University Press
Page : 337 pages
File Size : 35,92 MB
Release : 2016-07-27
Category : Business & Economics
ISBN : 1316720527
Predictive modeling uses data to forecast future events. It exploits relationships between explanatory variables and the predicted variables from past occurrences to predict future outcomes. Forecasting financial events is a core skill that actuaries routinely apply in insurance and other risk-management applications. Predictive Modeling Applications in Actuarial Science emphasizes life-long learning by developing tools in an insurance context, providing the relevant actuarial applications, and introducing advanced statistical techniques that can be used to gain a competitive advantage in situations with complex data. Volume 2 examines applications of predictive modeling. Where Volume 1 developed the foundations of predictive modeling, Volume 2 explores practical uses for techniques, focusing on property and casualty insurance. Readers are exposed to a variety of techniques in concrete, real-life contexts that demonstrate their value and the overall value of predictive modeling, for seasoned practicing analysts as well as those just starting out.
Author : Piet de Jong
Publisher : Cambridge University Press
Page : 207 pages
File Size : 26,54 MB
Release : 2008-02-28
Category : Business & Economics
ISBN : 1139470477
This is the only book actuaries need to understand generalized linear models (GLMs) for insurance applications. GLMs are used in the insurance industry to support critical decisions. Until now, no text has introduced GLMs in this context or addressed the problems specific to insurance data. Using insurance data sets, this practical, rigorous book treats GLMs, covers all standard exponential family distributions, extends the methodology to correlated data structures, and discusses recent developments which go beyond the GLM. The issues in the book are specific to insurance data, such as model selection in the presence of large data sets and the handling of varying exposure times. Exercises and data-based practicals help readers to consolidate their skills, with solutions and data sets given on the companion website. Although the book is package-independent, SAS code and output examples feature in an appendix and on the website. In addition, R code and output for all the examples are provided on the website.
Author : Roger J. Gray
Publisher : Cambridge University Press
Page : 409 pages
File Size : 42,19 MB
Release : 2012-06-28
Category : Business & Economics
ISBN : 0521863945
A wide range of topics give students a firm foundation in statistical and actuarial concepts and their applications.
Author : Yiu-Kuen Tse
Publisher : Cambridge University Press
Page : 541 pages
File Size : 17,82 MB
Release : 2009-09-17
Category : Business & Economics
ISBN : 0521764653
This class-tested undergraduate textbook covers the entire syllabus for Exam C of the Society of Actuaries (SOA).
