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E-book
Author Frees, Edward W.

Title Regression modeling with actuarial and financial applications / Edward W. Frees
Published Cambridge ; New York : Cambridge University Press, 2010

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Description 1 online resource (xvii, 565 pages) : illustrations
Series International series on actuarial science
International series on actuarial science.
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
Bibliography Includes bibliographical references and index
Notes English
Subject 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.
Assegurances -- Mètodes estadístics.
Finances -- Mètodes estadístics.
Matemàtica financera.
Anàlisi de regressió.
Form Electronic book
ISBN 9780511675287
0511675283
9780511814372
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9780511669187
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9780511673306
0511673302
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9781107713352
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9781282486898
9786612486890
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0511670753
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