Predictive Modeling Applications in Actuarial Science
Editat de Edward W. Frees, Richard A. Derrig, Glenn Meyersen Limba Engleză Hardback – 13 oct 2017
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Specificații
ISBN-13: 9781107029873
ISBN-10: 1107029872
Pagini: 564
Ilustrații: 120 b/w illus. 94 tables 26 exercises
Dimensiuni: 175 x 250 x 35 mm
Greutate: 1.14 kg
Ediția:New.
Editura: Cambridge University Press
Locul publicării:New York, United States
ISBN-10: 1107029872
Pagini: 564
Ilustrații: 120 b/w illus. 94 tables 26 exercises
Dimensiuni: 175 x 250 x 35 mm
Greutate: 1.14 kg
Ediția:New.
Editura: Cambridge University Press
Locul publicării:New York, United States
Cuprins
1. Predictive modeling in actuarial science Edward W. Frees and Richard A. Derrig; Part I. Predictive Modeling Foundations: 2. Overview of linear models Marjorie Rosenberg; 3. Regression with categorical dependent variables Montserrat Guillen; 4. Regression with count-dependent variables Jean-Philippe Boucher; 5. Generalized linear models Curtis Gary Dean; 6. Frequency and severity models Edward W. Frees; Part II. Predictive Modeling Methods: 7. Longitudinal and panel data models Edward W. Frees; 8. Linear mixed models Katrien Antonio and Yanwei Zhang; 9. Credibility and regression modeling Vytaras Brazauskas, Harald Dornheim and Ponmalar Ratnam; 10. Fat-tailed regression models Peng Shi; 11. Spatial modeling Eike Brechmann and Claudia Czado; 12. Unsupervised learning Louise Francis; Part III. Bayesian and Mixed Modeling: 13. Bayesian computational methods Brian Hartman; 14. Bayesian regression models Luis Nieto-Barajas and Enrique de Alba; 15. Generalized additive models and nonparametric regression Patrick L. Brockett, Shuo-Li Chuang and Utai Pitaktong; 16. Non-linear mixed models Katrien Antonio and Yanwei Zhang; Part IV. Longitudinal Modeling: 17. Time series analysis Piet de Jong; 18. Claims triangles/loss reserves Greg Taylor; 19. Survival models Jim Robinson; 20. Transition modeling Bruce Jones and Weijia Wu.
Recenzii
'With contributions coming from a wide variety of researchers, professors, and actuaries - including several CAS Fellows - it's clear that this book will be valuable for any P and C actuary whose main concern is using predictive modeling in his or her own work.' David Zornek, Actuarial Review
Descriere
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.