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

ISBN-13: 9780521135962

ISBN-10: 0521135966

Author: Edward W. Frees

Edition: 1

Publication date:
2009
Publisher:
Cambridge University Press
Format:
Paperback 584 pages
Category:
Accounting, Business, Economics, Macroeconomics, Statistics, Finance
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Summary

Acknowledged author Edward W. Frees wrote Regression Modeling with Actuarial and Financial Applications (International Series on Actuarial Science) comprising 584 pages back in 2009. Textbook and etextbook are published under ISBN 0521135966 and 9780521135962. Since then Regression Modeling with Actuarial and Financial Applications (International Series on Actuarial Science) textbook received total rating of 3.5 stars and was available to sell back to BooksRun online for the top buyback price of $26.05 or rent at the marketplace.


Description

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.