Regression Modeling with Actuarial and Financial Applications (International Series on Actuarial Science) Illustrated Edition

3.7 out of 5 stars 14 ratings
ISBN-13: 978-0521135962
ISBN-10: 0521135966
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Editorial Reviews

Review

"This is an excellent book written by an all-round writer. He is a Fellow of both the Society of Actuaries and the American Statistical Association. Hence, it is not surprising that the book fills the gap between modern statistics and traditional actuarial/risk management methods. Need for this kind of book is obvious. I highly recommend it to any person who wishes to learn how to use statistical methods for actuarial and financial applications.
Lasse Koskinen, International Statistical Review

"The author provides an outstanding list of references at the end of the chapters that provides additional reading on the various topics. In addition the author provides programs in SAS and R as well as output form these packages."
Michael R. Chernick, Significance Magazine

"a welcome addition to the bookshelf of practicing 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 analyses as a basis for financial decision-making. Perhaps my favorite part of Frees'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, The American Statistician

Book Description

This book provides actuarial and finance students with a foundation in multiple regression and time series, along with a discussion of advanced statistical topics that are relevant to actuarial and financial practice. It uses statistical techniques to analyze real data in risk management and finance. No specific knowledge of these areas is presumed.

Product details

  • Item Weight : 2.09 pounds
  • Paperback : 584 pages
  • ISBN-10 : 0521135966
  • ISBN-13 : 978-0521135962
  • Product Dimensions : 6.69 x 1.32 x 9.61 inches
  • Publisher : Cambridge University Press; Illustrated Edition (February 18, 2010)
  • Language: : English
  • Customer Reviews:
    3.7 out of 5 stars 14 ratings
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