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portada Regression Modeling With Actuarial and Financial Applications Hardback (International Series on Actuarial Science)
Type
Physical Book
Year
2009
Language
English
Pages
584
Format
Hardcover
Dimensions
25.1 x 17.8 x 3.8 cm
Weight
1.16 kg.
ISBN
9780521760119
ISBN13
9780521760119
Edition No.
1

Regression Modeling With Actuarial and Financial Applications Hardback (International Series on Actuarial Science)

Edward W. Frees (Author) · Cambridge University Press · Hardcover

Regression Modeling With Actuarial and Financial Applications Hardback (International Series on Actuarial Science) - Frees, Edward W.

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Synopsis "Regression Modeling With Actuarial and Financial Applications Hardback (International Series on Actuarial Science) "

Statistical techniques can be used to address new situations. This is important in a rapidly evolving risk management and financial world. Analysts with a strong statistical background understand that a large data set can represent a treasure trove of information to be mined and can yield a strong competitive advantage. This book provides budding actuaries and financial analysts with a foundation in multiple regression and time series. Readers 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.

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The book is written in English.
The binding of this edition is Hardcover.

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