Regression Modeling with Actuarial and Financial Applications

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書名：Regression Modeling with Actuarial and Financial Applications 作者：Frees 出版社：Cambridge 出版日期：2009/11/00 ISBN：9780521135962 內容簡介 ●Provides a link between data analysis and data modelling - explains the role of a model ●Easy for a first time instructor - many real world data sets included, and a technical appendix provides the instructor with a great deal of flexibility for course coverage ●Contains many references to different sub-disciplines within the broad field of actuarial science, risk management and finance 目錄 1. Regression and the normal distribution Part I. Linear Regression: 2. Basic linear regression 3. Multiple linear regression - I 4. Multiple linear regression - II 5. Variable selection 6. Interpreting regression results Part 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 Part III. Topics in Nonlinear Regression: 11. Categorical dependent variables 12. Count dependent variables 13. Generalized linear models 14. Survival models 15. Miscellaneous regression topics Part 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.

FINANCIAL MODELING (5版)

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