Predictive Modeling Applications in Actuarial Science: Volume 1, - Predictive Modeling Technique

"The International Series on Actuarial Science, published by Cambridge University Press in con-junction with the Institute and Faculty of Actuaries, contains textbooks for students taking courses in or related to actuarial science, as well as more advanced works designed for continuing pro-fessional development or for describing and synthesizing research. The series is a vehicle for publishing books that reflect changes and developments in the curriculum, that encourage the introduction of courses on actuarial science in universities, and that show how actuarial science can be used in all areas where there is long-term financial risk"--

List of contents

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.

Product details

• Authors: Edward W. (University of Wisconsin Frees, Edward W. Derrig Frees, Edward W Frees & Richard A Derrig
• Assisted by: Richard A. Derrig (Editor), Richard A. (Temple University Derrig (Editor), Derrig Richard A. (Editor), Edward W. Frees (Editor), Edward W. (University of Wisconsin Frees (Editor), Frees Edward W. (Editor), Glenn Meyers (Editor), Meyers Glenn (Editor)
• Publisher: Cambridge University Press ELT
• Languages: English
• Product format: Hardback
• Released: 28.07.2014
• EAN: 9781107029873
• ISBN: 978-1-107-02987-3
• No. of pages: 563
• Series: International Series on Actuarial Science; International Series on Actuarial Science
• Subjects: Social sciences, law, business > Business > Miscellaneous; BUSINESS & ECONOMICS / Insurance / General, BUSINESS & ECONOMICS / Econometrics, Economic statistics, Insurance & actuarial studies, Insurance and actuarial studies, Econometrics and economic statistics