Vista normal Vista MARC Vista ISBD

Actuarial statistics with R : theory and case studies

por Gan, Guojun
Autores adicionales: Valdez, Emilio A.
Publicado por : Actex Learning (New Hartford) Detalles físicos: xxi, 374 páginas : ilustraciones ISBN:9781635885484; 1635885485. Año : 2018
    valoración media: 0.0 (0 votos)
Tipo de ítem Ubicación actual Colección Signatura Copia número Estado Fecha de vencimiento
<br> Libro
Libro
Claustro
Lunes a Viernes 6:00 am - 9:00 pm 

Sábados 8:00 am. - 3:00 pm.

2do piso
Libro 519.5 G195t (Navegar estantería) Ej.1 Disponible
<br> Libro
Libro
Claustro
Lunes a Viernes 6:00 am - 9:00 pm 

Sábados 8:00 am. - 3:00 pm.

2do piso
Libro 519.5 G195t (Navegar estantería) Ej.2 Disponible
<br> Libro
Libro
Claustro
Lunes a Viernes 6:00 am - 9:00 pm 

Sábados 8:00 am. - 3:00 pm.

2do piso
Libro 519.5 G195t (Navegar estantería) Ej.3 Disponible

I. Supervised learning -- 1. Simple linear regression -- 2. Case study: implementing the CAPM -- 3. Multiple linear regression models -- 4. Case study: predicting intraday movements -- 5. Case study: estimating fair market values -- 6. Generalized linear models -- 7. Case study: predicting demand -- 8. Case study: modeling the number of auto claims -- 9. Case study: modeling the loss severity -- 10. Decision trees -- 11. Case study: decision trees -- II. Unsupervised learning -- 12. Data clustering -- 13. Case study: clustering variable annuity policies -- 14. Principal component analysis -- 15. Case study: PCA on interest rate swaps -- III. Time series models -- 16. Time series models -- 17. Case study: forecasting exchange rates -- IV. Simulation -- 18. Case study: profitability analysis -- 19. Case study: simulating the future lifetime -- Appendix: introduction to R.

"This book covers several topics on data analysis and statistical learning prescribed by the International Actuarial Association (IAA). In particular, it has been designed to cover the learning objectives for the SOA's statistics for Risk Modeling (SRMI) Exam. Many materials from this book also cover parts of the syllabus for the CAS Modern Actuarial Statistics (MAS-I and MAS-II) Exam. It is broadly intented for students and practitioners to learn R programming and its applications in actuarial science, finance, and quantitative risk management."--Page 4 de la couverture.

Texto en inglés