عنوان

Regression modeling with actuarial and financial applications /

0511669186

0511670753

0511672039

0511673302

0511674090

0511675283

0511814372

1107713358

1282486896

6612486899

9780511669187

9780511670756

9780511672033

9780511673306

9780511674099

9780511675287

9780511814372

9781107713352

9781282486898

9786612486890

0521135966

0521760119

9780521135962

9780521760119

b788643

Regression modeling with actuarial and financial applications /

[Book]

Edward W. Frees.

New York :

Cambridge University Press,

2010.

1 online resource (xvii, 565 pages) :

illustrations

International series on actuarial science

Includes bibliographical references and index.

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.

0

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.

MIL

248689

Regression modeling with actuarial and financial applications.

9780521760119

Finance-- Statistical methods.

Insurance-- Statistical methods.

Regression analysis.

Finance-- Statistical methods.

Finanzmathematik

Finanzmathematik-- Regression (Math.)

Finanzmathematik.

Insurance-- Statistical methods.

MATHEMATICS-- Probability & Statistics-- Regression Analysis.

Regression analysis.

Regression-- Finanzmathematik.

Regression-- Versicherungsmathematik.

Regressionsanalyse

Regressionsanalyse.

Versicherungsmathematik

Versicherungsmathematik-- Regression (Math.)

Versicherungsmathematik.

MAT-- 029030

Frees, Edward W.

20201207021035.0

pn

[Book]

Y