回帰モデルの保険数理・金融への応用
Regression Modeling with Actuarial and Financial Applications
International Series on Actuarial Science
Frees, Edward W.
- 出版社:Cambridge University Press
- 出版年月:2010年 02月
- ISBN:9780521135962
- 装丁:PAP
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装丁について
- 言語:ENG
- 巻数・ページ数:584 p.
- 分類: 銀行・保険
- DDC分類:332.01519536
- 内容紹介:
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This book provides budding actuaries and financial analysts with a foundation in multiple regression and time series. 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.