Regression Modeling with Actuarial and Financial Applications

by Edward W. Frees

Cambridge University Press | November 30, 2009 | Kobo Edition (eBook)

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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.

Format: Kobo Edition (eBook)

Published: November 30, 2009

Publisher: Cambridge University Press

Language: English

The following ISBNs are associated with this title:

ISBN - 10: 1107713358

ISBN - 13: 9781107713352

Found in: Statistics

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Regression Modeling with Actuarial and Financial Applications

by Edward W. Frees

Format: Kobo Edition (eBook)

Published: November 30, 2009

Publisher: Cambridge University Press

Language: English

The following ISBNs are associated with this title:

ISBN - 10: 1107713358

ISBN - 13: 9781107713352

From the Publisher

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.