Regression modeling with actuarial and financial applications [E-Book] / Edward W. Frees.
Frees, Edward W., (author)
Cambridge : Cambridge University Press, 2010
1 online resource (xvii, 565 pages)
englisch
9780511814372
9780521760119
9780521135962
International series on actuarial science
Full Text
Table of 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.