Effective Statistical Learning Methods for Actuaries I

Author : Donatien Hainaut,Michel Denuit

Paperback

Published : Wednesday 18 September 2019

ISBN : 9783030258191

Price : €52.64

Description

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).

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