Regression modeling with actuarial and financial applications / Edward W. Frees.

By: Frees, Edward W
Material type: TextTextSeries: International series on actuarial science: Publisher: Cambridge ; New York : Cambridge University Press, 2010Description: 1 online resource (xvii, 565 pages) : illustrationsContent type: text Media type: computer Carrier type: online resourceISBN: 9780511675287; 0511675283; 9780511814372; 0511814372; 9780511669187; 0511669186; 9780511673306; 0511673302; 9780511672033; 0511672039; 1107713358; 9781107713352; 1282486896; 9781282486898; 9786612486890; 6612486899; 0511674090; 9780511674099; 0511670753; 9780511670756Subject(s): Insurance -- Statistical methods | Finance -- Statistical methods | Regression analysis | 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 | Finanzmathematik | Regressionsanalyse | VersicherungsmathematikGenre/Form: Electronic book. | Electronic books. | Electronic books. Additional physical formats: Print version:: Regression modeling with actuarial and financial applications.DDC classification: 519.5/36 LOC classification: HG8781 | .F67 2010Other classification: QH 234 | SK 840 | MAT 628f | WIR 190f | WIR 522f Online resources: Click here to access online
Contents:
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.
Summary: 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.
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Includes bibliographical references and index.

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.

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.

English.

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