Regression Modeling with Actuarial and Financial Applications(English, Hardcover, Frees Edward W.)

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Regression Modeling with Actuarial and Financial Applications(English, Hardcover, Frees Edward W.) is written by Frees Edward W. and published by Cambridge University Press. It's available with International Standard Book Number or ISBN identification 0521760119 (ISBN 10) and 9780521760119 (ISBN 13).

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.