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  3. Regression Modeling with Actuarial and Financial Applications
  • Cited by 84
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    • Publisher:
      Cambridge University Press
      Publication date:
      June 2012
      November 2009
      ISBN:
      9780511814372
      9780521760119
      9780521135962
      DOI:
      https://doi.org/10.1017/CBO9780511814372
      Dimensions:
      (247 x 174 mm)
      Weight & Pages:
      1.16kg, 584 Pages
      Dimensions:
      (247 x 174 mm)
      Weight & Pages:
      0.95kg, 584 Pages
      • Series:
      International Series on Actuarial Science
      Subjects:
      Statistics for Econometrics, Finance and Insurance, General Statistics and Probability, Statistical Theory and Methods, Statistics and Probability
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    • Selected: Digital
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    Series:
    International Series on Actuarial Science
    Subjects:
    Statistics for Econometrics, Finance and Insurance, General Statistics and Probability, Statistical Theory and Methods, Statistics and Probability
    Information

    Book description

    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.

    Reviews

    'It would be an ideal text for a semester - or a year-long course in applied statistical methods for actuarial science majors. But it would also be a welcome addition to the bookshelf of pracitcing actuaries at all levels, both actuarial students charged with conducting analyses for which the methods discussed in the book are most relevant, and senior managers who use such analysis as a basis for financial decision making … Perhaps my favorite part of Fee's book is the final two chapters, on Report Writing and Designing Effective Graphs. If these fine essays do not already appear somewhere on the Society of Actuaries syllabus, they should be added immediately.'

    Ronald C. Neath Source: The American Statistician

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