Regression Modeling with Actuarial and Financial Applications PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Regression Modeling with Actuarial and Financial Applications PDF full book. Access full book title Regression Modeling with Actuarial and Financial Applications by Edward W. Frees. Download full books in PDF and EPUB format.
Author: Edward W. Frees
Publisher: Cambridge University Press
ISBN: 0521760119
Category : Business & Economics
Languages : en
Pages : 585
Get Book Here
Book Description
This book teaches multiple regression and time series and how to use these to analyze real data in risk management and finance.
Author: Edward W. Frees
Publisher: Cambridge University Press
ISBN: 0521760119
Category : Business & Economics
Languages : en
Pages : 585
Get Book Here
Book Description
This book teaches multiple regression and time series and how to use these to analyze real data in risk management and finance.
Author: Edward W. Frees
Publisher: Cambridge University Press
ISBN: 1139484931
Category : Business & Economics
Languages : en
Pages : 584
Get Book Here
Book Description
This text gives budding actuaries and financial analysts a foundation in multiple regression and time series. They 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.
Author: Edward W. Frees
Publisher:
ISBN: 9781107713352
Category : Electronic book
Languages : en
Pages : 565
Get Book Here
Book Description
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.
Author: Edward W. Frees
Publisher: Cambridge University Press
ISBN: 1107029872
Category : Business & Economics
Languages : en
Pages : 565
Get Book Here
Book Description
This book is for actuaries and financial analysts developing their expertise in statistics and who wish to become familiar with concrete examples of predictive modeling.
Author: Piet de Jong
Publisher: Cambridge University Press
ISBN: 1139470477
Category : Business & Economics
Languages : en
Pages : 207
Get Book Here
Book Description
This is the only book actuaries need to understand generalized linear models (GLMs) for insurance applications. GLMs are used in the insurance industry to support critical decisions. Until now, no text has introduced GLMs in this context or addressed the problems specific to insurance data. Using insurance data sets, this practical, rigorous book treats GLMs, covers all standard exponential family distributions, extends the methodology to correlated data structures, and discusses recent developments which go beyond the GLM. The issues in the book are specific to insurance data, such as model selection in the presence of large data sets and the handling of varying exposure times. Exercises and data-based practicals help readers to consolidate their skills, with solutions and data sets given on the companion website. Although the book is package-independent, SAS code and output examples feature in an appendix and on the website. In addition, R code and output for all the examples are provided on the website.
Author: Edward W. Frees
Publisher: Cambridge University Press
ISBN: 1316720527
Category : Business & Economics
Languages : en
Pages : 337
Get Book Here
Book Description
Predictive modeling uses data to forecast future events. It exploits relationships between explanatory variables and the predicted variables from past occurrences to predict future outcomes. Forecasting financial events is a core skill that actuaries routinely apply in insurance and other risk-management applications. Predictive Modeling Applications in Actuarial Science emphasizes life-long learning by developing tools in an insurance context, providing the relevant actuarial applications, and introducing advanced statistical techniques that can be used to gain a competitive advantage in situations with complex data. Volume 2 examines applications of predictive modeling. Where Volume 1 developed the foundations of predictive modeling, Volume 2 explores practical uses for techniques, focusing on property and casualty insurance. Readers are exposed to a variety of techniques in concrete, real-life contexts that demonstrate their value and the overall value of predictive modeling, for seasoned practicing analysts as well as those just starting out.
Author: Dale S. Borowiak
Publisher: CRC Press
ISBN: 0203911245
Category : Business & Economics
Languages : en
Pages : 392
Get Book Here
Book Description
Understand Up-to-Date Statistical Techniques for Financial and Actuarial ApplicationsSince the first edition was published, statistical techniques, such as reliability measurement, simulation, regression, and Markov chain modeling, have become more prominent in the financial and actuarial industries. Consequently, practitioners and students must ac
Author: Roger J. Gray
Publisher: Cambridge University Press
ISBN: 0521863945
Category : Business & Economics
Languages : en
Pages : 409
Get Book Here
Book Description
A wide range of topics give students a firm foundation in statistical and actuarial concepts and their applications.
Author: Yiu-Kuen Tse
Publisher: Cambridge University Press
ISBN: 0521764653
Category : Business & Economics
Languages : en
Pages : 541
Get Book Here
Book Description
This class-tested undergraduate textbook covers the entire syllabus for Exam C of the Society of Actuaries (SOA).
Author: Stuart A. Klugman
Publisher: John Wiley & Sons
ISBN: 0470391332
Category : Business & Economics
Languages : en
Pages : 758
Get Book Here
Book Description
An update of one of the most trusted books on constructing and analyzing actuarial models Written by three renowned authorities in the actuarial field, Loss Models, Third Edition upholds the reputation for excellence that has made this book required reading for the Society of Actuaries (SOA) and Casualty Actuarial Society (CAS) qualification examinations. This update serves as a complete presentation of statistical methods for measuring risk and building models to measure loss in real-world events. This book maintains an approach to modeling and forecasting that utilizes tools related to risk theory, loss distributions, and survival models. Random variables, basic distributional quantities, the recursive method, and techniques for classifying and creating distributions are also discussed. Both parametric and non-parametric estimation methods are thoroughly covered along with advice for choosing an appropriate model. Features of the Third Edition include: Extended discussion of risk management and risk measures, including Tail-Value-at-Risk (TVaR) New sections on extreme value distributions and their estimation Inclusion of homogeneous, nonhomogeneous, and mixed Poisson processes Expanded coverage of copula models and their estimation Additional treatment of methods for constructing confidence regions when there is more than one parameter The book continues to distinguish itself by providing over 400 exercises that have appeared on previous SOA and CAS examinations. Intriguing examples from the fields of insurance and business are discussed throughout, and all data sets are available on the book's FTP site, along with programs that assist with conducting loss model analysis. Loss Models, Third Edition is an essential resource for students and aspiring actuaries who are preparing to take the SOA and CAS preliminary examinations. It is also a must-have reference for professional actuaries, graduate students in the actuarial field, and anyone who works with loss and risk models in their everyday work. To explore our additional offerings in actuarial exam preparation visit www.wiley.com/go/actuarialexamprep.
