| Description |
1 online resource (xvii, 565 pages) : illustrations. |
| Physical Medium |
polychrome |
| Description |
text file |
| Series |
International series on actuarial science
|
|
International series on actuarial science.
|
| Bibliography |
Includes bibliographical references and index. |
| 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. |
| 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. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Insurance -- Statistical methods.
|
|
Insurance -- Statistical methods. |
|
Finance -- Statistical methods.
|
|
Finance -- Statistical methods. |
|
Regression analysis.
|
|
Regression analysis. |
| Genre/Form |
Electronic book.
|
|
Electronic books.
|
| Other Form: |
Print version: Frees, Edward W. Regression modeling with actuarial and financial applications. Cambridge ; New York : Cambridge University Press, 2010 9780521760119 (DLC) 2009032791 (OCoLC)435917662 |
| ISBN |
9780511675287 (electronic book) |
|
0511675283 (electronic book) |
|
9780511814372 (electronic book) |
|
0511814372 (electronic book) |
|
9780511669187 |
|
0511669186 |
|
9780511673306 |
|
0511673302 |
|
9780511672033 |
|
0511672039 |
|
9780521760119 |
|
0521760119 |
|
9780521135962 (paperback) |
|
0521135966 (paperback) |
|
