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Regression Modeling with Actuarial and Financial Applications (International Series on Actuarial Science) - Softcover

Book 4 of 16: International Series on Actuarial Science

Frees, Edward W.

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9780521135962: Regression Modeling with Actuarial and Financial Applications (International Series on Actuarial Science)
Softcover
ISBN 10: 0521135966 ISBN 13: 9780521135962
Publisher: Cambridge University Press, 2009

Synopsis

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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About the Author

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.

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Publisher
Cambridge University Press
Publication date
2009
Language
English
ISBN 10 
0521135966
ISBN 13 
9780521135962
Binding
Paperback
Edition number
1
Number of pages
584
Rating
  • 3.87 out of 5 stars
    15 ratings by Goodreads