Effective Statistical Learning Methods for Actuaries I

Donatien Hainaut, Julien Trufin, Michel Denuit

Springer Nature Switzerland AG, 2019

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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). Going beyond mean modeling, it considers volatility modeling (double GLMs) and the general modeling of location, scale and shape parameters (GAMLSS).

ISBN-13
9783030258191
ISBN-10
303025819X
Publisher
Springer Nature Switzerland AG
Year
2019
Publication date
2019-09-18
Pages
441
Dimensions
159x238x27
Weight
710