Effective Statistical Learning Methods for Actuaries I - GLMs and Extensions (Paperback, 1st ed. 2019)

This book summarizes the state of the art in generalized linear models (GLMs) and their various extensions: GAMs, mixed models and credibility, and some nonlinear variants (GNMs). In order to deal with tail events, analytical tools from Extreme Value Theory are presented. Going beyond mean modeling, it considers volatility modeling (double GLMs) and the general modeling of location, scale and shape parameters (GAMLSS). Actuaries need these advanced analytical tools to turn the massive data sets now at their disposal into opportunities. The exposition alternates between methodological aspects and case studies, providing numerical illustrations using the R statistical software. The technical prerequisites are kept at a reasonable level in order to reach a broad readership. This is the first of three volumes entitled Effective Statistical Learning Methods for Actuaries. Written by actuaries for actuaries, this series offers a comprehensive overview of insurance data analytics with applications to P&C, life and health insurance. Although closely related to the other two volumes, this volume can be read independently.

General

Imprint:	Springer Nature Switzerland AG
Country of origin:	Switzerland
Series:	Springer Actuarial Lecture Notes
Release date:	September 2019
First published:	2019
Authors:	Michel Denuit • Donatien Hainaut • Julien Trufin
Dimensions:	235 x 155 x 27mm (L x W x T)
Format:	Paperback
Pages:	441
Edition:	1st ed. 2019
ISBN-13:	978-3-03-025819-1
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Finance & accounting > Finance > Insurance > General Books > Money & Finance > Insurance > General Promotions
LSN:	3-03-025819-X
Barcode:	9783030258191

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