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| Author | : Edward W. Frees |
| Publisher | : Cambridge University Press |
| Total Pages | : 585 |
| Release | : 2010 |
| Genre | : Business & Economics |
| ISBN | : 0521760119 |
This book teaches multiple regression and time series and how to use these to analyze real data in risk management and finance.
| Author | : Edward W. Frees |
| Publisher | : Cambridge University Press |
| Total Pages | : 584 |
| Release | : 2009-11-30 |
| Genre | : Business & Economics |
| ISBN | : 1139484931 |
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.
| Author | : Edward W. Frees |
| Publisher | : |
| Total Pages | : 565 |
| Release | : 2010 |
| Genre | : Electronic book |
| ISBN | : 9781107713352 |
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.
| Author | : S.D. Howison |
| Publisher | : CRC Press |
| Total Pages | : 164 |
| Release | : 1995-05-15 |
| Genre | : Mathematics |
| ISBN | : 9780412630705 |
Mathematical Models in Finance compiles papers presented at the Royal Society of London discussion meeting. Topics range from the foundations of classical theory to sophisticated, up-to-date mathematical modeling and analysis. In the wake of the increased level of mathematical awareness in the financial research community, attention has focused on fundamental issues of market modelling that are not adequately allowed for in the standard analyses. Examples include market anomalies and nonlinear coupling effects, and demand new synthesis of mathematical and numerical techniques. This line of inquiry is further stimulated by ever tightening profits due to increased competition. Several papers in this volume offer pointers to future developments in this area.
| Author | : Edward W. Frees |
| Publisher | : Cambridge University Press |
| Total Pages | : 565 |
| Release | : 2014-07-28 |
| Genre | : Business & Economics |
| ISBN | : 1107029872 |
This book is for actuaries and financial analysts developing their expertise in statistics and who wish to become familiar with concrete examples of predictive modeling.
| Author | : Angus S. Macdonald |
| Publisher | : Cambridge University Press |
| Total Pages | : 387 |
| Release | : 2018-05-03 |
| Genre | : Business & Economics |
| ISBN | : 110704541X |
Modern mortality modelling for actuaries and actuarial students, with example R code, to unlock the potential of individual data.
| Author | : Edward W. Frees |
| Publisher | : Cambridge University Press |
| Total Pages | : 337 |
| Release | : 2016-07-27 |
| Genre | : Business & Economics |
| ISBN | : 1316720527 |
Predictive modeling uses data to forecast future events. It exploits relationships between explanatory variables and the predicted variables from past occurrences to predict future outcomes. Forecasting financial events is a core skill that actuaries routinely apply in insurance and other risk-management applications. Predictive Modeling Applications in Actuarial Science emphasizes life-long learning by developing tools in an insurance context, providing the relevant actuarial applications, and introducing advanced statistical techniques that can be used to gain a competitive advantage in situations with complex data. Volume 2 examines applications of predictive modeling. Where Volume 1 developed the foundations of predictive modeling, Volume 2 explores practical uses for techniques, focusing on property and casualty insurance. Readers are exposed to a variety of techniques in concrete, real-life contexts that demonstrate their value and the overall value of predictive modeling, for seasoned practicing analysts as well as those just starting out.
| Author | : Dale S. Borowiak |
| Publisher | : CRC Press |
| Total Pages | : 392 |
| Release | : 2013-11-12 |
| Genre | : Business & Economics |
| ISBN | : 0203911245 |
Understand Up-to-Date Statistical Techniques for Financial and Actuarial ApplicationsSince the first edition was published, statistical techniques, such as reliability measurement, simulation, regression, and Markov chain modeling, have become more prominent in the financial and actuarial industries. Consequently, practitioners and students must ac
| Author | : Ermanno Pitacco |
| Publisher | : Springer |
| Total Pages | : 172 |
| Release | : 2014-11-04 |
| Genre | : Business & Economics |
| ISBN | : 3319122355 |
Health Insurance aims at filling a gap in actuarial literature, attempting to solve the frequent misunderstanding in regards to both the purpose and the contents of health insurance products (and ‘protection products’, more generally) on the one hand, and the relevant actuarial structures on the other. In order to cover the basic principles regarding health insurance techniques, the first few chapters in this book are mainly devoted to the need for health insurance and a description of insurance products in this area (sickness insurance, accident insurance, critical illness covers, income protection, long-term care insurance, health-related benefits as riders to life insurance policies). An introduction to general actuarial and risk-management issues follows. Basic actuarial models are presented for sickness insurance and income protection (i.e. disability annuities). Several numerical examples help the reader understand the main features of pricing and reserving in the health insurance area. A short introduction to actuarial models for long-term care insurance products is also provided. Advanced undergraduate and graduate students in actuarial sciences; graduate students in economics, business and finance; and professionals and technicians operating in insurance and pension areas will find this book of benefit.
| Author | : Piet de Jong |
| Publisher | : Cambridge University Press |
| Total Pages | : 207 |
| Release | : 2008-02-28 |
| Genre | : Business & Economics |
| ISBN | : 1139470477 |
This is the only book actuaries need to understand generalized linear models (GLMs) for insurance applications. GLMs are used in the insurance industry to support critical decisions. Until now, no text has introduced GLMs in this context or addressed the problems specific to insurance data. Using insurance data sets, this practical, rigorous book treats GLMs, covers all standard exponential family distributions, extends the methodology to correlated data structures, and discusses recent developments which go beyond the GLM. The issues in the book are specific to insurance data, such as model selection in the presence of large data sets and the handling of varying exposure times. Exercises and data-based practicals help readers to consolidate their skills, with solutions and data sets given on the companion website. Although the book is package-independent, SAS code and output examples feature in an appendix and on the website. In addition, R code and output for all the examples are provided on the website.
