Author : Edward W. Frees
Release : 2009-11-30
Genre : Business & Economics
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Book Rating : 931/5 ( reviews)

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Regression Modeling with Actuarial and Financial Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Regression Modeling with Actuarial and Financial Applications write by Edward W. Frees. This book was released on 2009-11-30. Regression Modeling with Actuarial and Financial Applications available in PDF, EPUB and Kindle. 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.