000			02453cam a2200289Mi 4500
001			on1051132799
005			20180928082207.0
008			180928s2018 ctuad b 001 0 eng d
020			_a9781635885484
020			_a1635885485
035			_a(OCoLC)1051132799
040			_aCo-BoUCM _bspa _cSaul Niño _dSaul Niño
041	0		_aspa
100	1		_aGan, Guojun _d1979- _993787
245	1	0	_aActuarial statistics with R _btheory and case studies _cGuojun Gan, PhD, FSA, Emiliano A. Valdez, PhD, FSA
260			_aNew Hartford _bActex Learning _c2018
300			_axxi, 374 páginas _bilustraciones
505	0		_aI. 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.
520			_a"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.
546			_aTexto en inglés
650		7	_aSeguros de vida _vMatemáticas _924152
650		0	_aMatemáticas en seguros de vida _vLibros de texto _987565
650		7	_aR (Lenguaje de programación para computadores) _98009
700	1		_aValdez, Emilio A. _993788
942			_2DEWEY _a7 _cLIBRO _e1 _h519.5 _mG195t
999			_c310507 _d310507