An electronic copy of book is available for Library Members Sign in to view the book
This text offers a robust introduction to regression and time-series modeling tailored for actuaries and financial analysts:
Introduces fundamentals like linear regression and time-series analysis, using real-world data such as insurance demand, FX rates, and lottery sales
Demonstrates advanced methods, covering longitudinal/panel models, two-part frequency–severity frameworks, fat-tailed distributions, and more instruction.
Includes practical tools: R and SAS scripts, datasets, report-writing guides, and graph design tips
Contains 21 chapters structured from basic regression through actuarial case studies and non-linear modeling formats
Sub Title:
Edition:
Volume:
Publisher: Cambridge University Press
Publishing Year: 2009
ISBN: 978‑0521135962
Pages: 584