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  • Effective Statistical Learning Methods for Actuaries III

    Neural Networks and Extensions

    Series series Mathematics and Statistics (R0)
    This book reviews some of the most recent developments in neural networks, with a focus on applications in actuarial sciences and finance. It simultaneously introduces the relevant tools for developing and analyzing neural networks, in a style that is mathematically rigorous yet accessible.Artificial intelligence and neural networks offer a powerful alternative to statistical methods for analyzing ... Read more

    $64.99 CAD

  • Effective Statistical Learning Methods for Actuaries I

    GLMs and Extensions

    Series series Mathematics and Statistics (R0)
    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 ... Read more

    $64.99 CAD

  • Effective Statistical Learning Methods for Actuaries II

    Tree-Based Methods and Extensions

    Series series Mathematics and Statistics (R0)
    This book summarizes the state of the art in tree-based methods for insurance: regression trees, random forests and boosting methods. It also exhibits the tools which make it possible to assess the predictive performance of tree-based models. Actuaries need these advanced analytical tools to turn the massive data sets now at their disposal into opportunities.The exposition alternates between ... Read more

    $64.99 CAD

  • Modelling Longevity Dynamics for Pensions and Annuity Business

    Mortality improvements, uncertainty in future mortality trends and the relevant impact on life annuities and pension plans constitute important topics in the field of actuarial mathematics and life insurance techniques. In particular, actuarial calculations concerning pensions, life annuities and other living benefits (provided, for example, by long-term care insurance products and whole life ... Read more

    $124.99 CAD

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  • Generalized Linear Models for Insurance Data

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