Regression modeling with actuarial and financial applications /
General Material Designation
[Book]
First Statement of Responsibility
Edward W. Frees.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York :
Name of Publisher, Distributor, etc.
Cambridge University Press,
Date of Publication, Distribution, etc.
2010.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (xvii, 565 pages) :
Other Physical Details
illustrations
SERIES
Series Title
International series on actuarial science
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
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
SUMMARY OR ABSTRACT
Text of Note
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.
ACQUISITION INFORMATION NOTE
Source for Acquisition/Subscription Address
MIL
Stock Number
248689
OTHER EDITION IN ANOTHER MEDIUM
Title
Regression modeling with actuarial and financial applications.
International Standard Book Number
9780521760119
TOPICAL NAME USED AS SUBJECT
Finance-- Statistical methods.
Insurance-- Statistical methods.
Regression analysis.
Finance-- Statistical methods.
Finanzmathematik
Finanzmathematik-- Regression (Math.)
Finanzmathematik.
Insurance-- Statistical methods.
MATHEMATICS-- Probability & Statistics-- Regression Analysis.