Regression Modeling With Actuarial and Financial Applications (Paperback)

Edward W. Frees

ISBN 10: 0521135966 / ISBN 13: 9780521135962

Verlag: Cambridge University Press, Cambridge, 2009

Beschreibung

Paperback. 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: This book 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. It uses statistical techniques to analyze real data in risk management and finance. No specific knowledge of these areas is presumed. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Bestandsnummer des Verkäufers 9780521135962

Bibliografische Details

• Titel: Regression Modeling With Actuarial and Financial Applications (Paperback)
• Verlag: Cambridge University Press, Cambridge
• Erscheinungsjahr: 2009
• Sprache: Englisch
• ISBN-10: 0521135966
• ISBN-13: 9780521135962
• Einband: Paperback
• Zustand: new

Über diesen Titel

Inhaltsangabe

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. It uses statistical techniques to analyze real data in risk management and finance. No specific knowledge of these areas is presumed.

Über die Autorin bzw. den Autor

Edward W. (Jed) Frees is a Professor of Business at the University of Wisconsin, Madison and is holder of the Assurant Health Insurance Professorship of Actuarial Science. He is a Fellow of both the Society of Actuaries (SoA) and the American Statistical Association (ASA). Professor Frees is the author of Longitudinal and Panel Data (2004) and has published more than fifty articles in leading refereed academic journals.