Loss Models

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Publisher : John Wiley & Sons
ISBN 13 : 0470391332
Total Pages : 758 pages
Book Rating : 4.4/5 (73 download)

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Book Synopsis Loss Models by : Stuart A. Klugman

Download or read book Loss Models written by Stuart A. Klugman and published by John Wiley & Sons. This book was released on 2012-01-25 with total page 758 pages. Available in PDF, EPUB and Kindle. Book excerpt: An update of one of the most trusted books on constructing and analyzing actuarial models Written by three renowned authorities in the actuarial field, Loss Models, Third Edition upholds the reputation for excellence that has made this book required reading for the Society of Actuaries (SOA) and Casualty Actuarial Society (CAS) qualification examinations. This update serves as a complete presentation of statistical methods for measuring risk and building models to measure loss in real-world events. This book maintains an approach to modeling and forecasting that utilizes tools related to risk theory, loss distributions, and survival models. Random variables, basic distributional quantities, the recursive method, and techniques for classifying and creating distributions are also discussed. Both parametric and non-parametric estimation methods are thoroughly covered along with advice for choosing an appropriate model. Features of the Third Edition include: Extended discussion of risk management and risk measures, including Tail-Value-at-Risk (TVaR) New sections on extreme value distributions and their estimation Inclusion of homogeneous, nonhomogeneous, and mixed Poisson processes Expanded coverage of copula models and their estimation Additional treatment of methods for constructing confidence regions when there is more than one parameter The book continues to distinguish itself by providing over 400 exercises that have appeared on previous SOA and CAS examinations. Intriguing examples from the fields of insurance and business are discussed throughout, and all data sets are available on the book's FTP site, along with programs that assist with conducting loss model analysis. Loss Models, Third Edition is an essential resource for students and aspiring actuaries who are preparing to take the SOA and CAS preliminary examinations. It is also a must-have reference for professional actuaries, graduate students in the actuarial field, and anyone who works with loss and risk models in their everyday work. To explore our additional offerings in actuarial exam preparation visit www.wiley.com/go/actuarialexamprep.

Maximum Likelihood Estimation and Inference

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Publisher : John Wiley & Sons
ISBN 13 : 1119977711
Total Pages : 286 pages
Book Rating : 4.1/5 (199 download)

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Book Synopsis Maximum Likelihood Estimation and Inference by : Russell B. Millar

Download or read book Maximum Likelihood Estimation and Inference written by Russell B. Millar and published by John Wiley & Sons. This book was released on 2011-07-26 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book takes a fresh look at the popular and well-established method of maximum likelihood for statistical estimation and inference. It begins with an intuitive introduction to the concepts and background of likelihood, and moves through to the latest developments in maximum likelihood methodology, including general latent variable models and new material for the practical implementation of integrated likelihood using the free ADMB software. Fundamental issues of statistical inference are also examined, with a presentation of some of the philosophical debates underlying the choice of statistical paradigm. Key features: Provides an accessible introduction to pragmatic maximum likelihood modelling. Covers more advanced topics, including general forms of latent variable models (including non-linear and non-normal mixed-effects and state-space models) and the use of maximum likelihood variants, such as estimating equations, conditional likelihood, restricted likelihood and integrated likelihood. Adopts a practical approach, with a focus on providing the relevant tools required by researchers and practitioners who collect and analyze real data. Presents numerous examples and case studies across a wide range of applications including medicine, biology and ecology. Features applications from a range of disciplines, with implementation in R, SAS and/or ADMB. Provides all program code and software extensions on a supporting website. Confines supporting theory to the final chapters to maintain a readable and pragmatic focus of the preceding chapters. This book is not just an accessible and practical text about maximum likelihood, it is a comprehensive guide to modern maximum likelihood estimation and inference. It will be of interest to readers of all levels, from novice to expert. It will be of great benefit to researchers, and to students of statistics from senior undergraduate to graduate level. For use as a course text, exercises are provided at the end of each chapter.

An Introduction to Bartlett Correction and Bias Reduction

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Publisher : Springer Science & Business Media
ISBN 13 : 3642552552
Total Pages : 113 pages
Book Rating : 4.6/5 (425 download)

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Book Synopsis An Introduction to Bartlett Correction and Bias Reduction by : Gauss M. Cordeiro

Download or read book An Introduction to Bartlett Correction and Bias Reduction written by Gauss M. Cordeiro and published by Springer Science & Business Media. This book was released on 2014-05-08 with total page 113 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a concise introduction to Bartlett and Bartlett-type corrections of statistical tests and bias correction of point estimators. The underlying idea behind both groups of corrections is to obtain higher accuracy in small samples. While the main focus is on corrections that can be analytically derived, the authors also present alternative strategies for improving estimators and tests based on bootstrap, a data resampling technique and discuss concrete applications to several important statistical models.

Principles of Econometrics

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Publisher : John Wiley & Sons
ISBN 13 : 1118452275
Total Pages : 1808 pages
Book Rating : 4.1/5 (184 download)

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Book Synopsis Principles of Econometrics by : R. Carter Hill

Download or read book Principles of Econometrics written by R. Carter Hill and published by John Wiley & Sons. This book was released on 2018-02-21 with total page 1808 pages. Available in PDF, EPUB and Kindle. Book excerpt: Principles of Econometrics, Fifth Edition, is an introductory book for undergraduate students in economics and finance, as well as first-year graduate students in a variety of fields that include economics, finance, accounting, marketing, public policy, sociology, law, and political science. Students will gain a working knowledge of basic econometrics so they can apply modeling, estimation, inference, and forecasting techniques when working with real-world economic problems. Readers will also gain an understanding of econometrics that allows them to critically evaluate the results of others’ economic research and modeling, and that will serve as a foundation for further study of the field. This new edition of the highly-regarded econometrics text includes major revisions that both reorganize the content and present students with plentiful opportunities to practice what they have read in the form of chapter-end exercises.

Geophysical Data Analysis and Inverse Theory with MATLAB® and Python

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Publisher : Elsevier
ISBN 13 : 0443137951
Total Pages : 344 pages
Book Rating : 4.4/5 (431 download)

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Book Synopsis Geophysical Data Analysis and Inverse Theory with MATLAB® and Python by : William Menke

Download or read book Geophysical Data Analysis and Inverse Theory with MATLAB® and Python written by William Menke and published by Elsevier. This book was released on 2024-02-22 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: Geophysical Data Analysis and Inverse Theory with MATLAB or Python, Fifth Edition is a revised and expanded introduction to inverse theory and tomography as it is practiced by geophysicists. The book demonstrates the methods needed to analyze a broad spectrum of geophysical datasets, with special attention given to those methods that generate images of the earth. Data analysis can be a mathematically complex activity, but the treatment in this volume is carefully designed to emphasize those mathematical techniques that readers will find the most familiar and to systematically introduce less-familiar ones. A series of "crib sheets" offer step-by-step summaries of methods presented. Utilizing problems and case studies, along with MATLAB and Python computer code and summaries of methods, the book provides professional geophysicists, students, data scientists and engineers in geophysics with the tools necessary to understand and apply mathematical techniques and inverse theory. - Includes material on probability, including Bayesian influence, probability density function, and metropolis algorithm - Offers detailed discussions of the application of inverse theory to seismological, gravitational, and tectonic studies - Provides numerous examples, color figures, and end-of-chapter problems to help readers explore and further understand the presented ideas - Includes both MATLAB and Python examples and problem sets

Hydrodynamics and Transport Processes of Inverse Bubbly Flow

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Publisher : Elsevier
ISBN 13 : 012803288X
Total Pages : 464 pages
Book Rating : 4.1/5 (28 download)

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Book Synopsis Hydrodynamics and Transport Processes of Inverse Bubbly Flow by : Subrata Kumar Majumder

Download or read book Hydrodynamics and Transport Processes of Inverse Bubbly Flow written by Subrata Kumar Majumder and published by Elsevier. This book was released on 2016-03-31 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hydrodynamics and Transport Processes of Inverse Bubbly Flow provides the science and fundamentals behind hydrodynamic characteristics, including flow regimes, gas entrainment, pressure drop, holdup and mixing characteristics, bubble size distribution, and the interfacial area of inverse bubble flow regimes. Special attention is given to mass and heat transfer. This book is an indispensable reference for researchers in academia and industry working in chemical and biochemical engineering. Hydrodynamics and Transport Processes of Inverse Bubbly Flow helps facilitate a better understanding of the phenomena of multiphase flow systems as used in chemical and biochemical industries. - A first book in the market dedicated to the hydrodynamics of inverse bubbly flows - Includes fundamentals of conventional and inverse bubble columns for different hydrodynamic parameters - Includes recommendations for future applications of bubble flows

Extending the Linear Model with R

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Publisher : CRC Press
ISBN 13 : 0203492285
Total Pages : 307 pages
Book Rating : 4.2/5 (34 download)

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Book Synopsis Extending the Linear Model with R by : Julian J. Faraway

Download or read book Extending the Linear Model with R written by Julian J. Faraway and published by CRC Press. This book was released on 2016-02-10 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear models are central to the practice of statistics and form the foundation of a vast range of statistical methodologies. Julian J. Faraway's critically acclaimed Linear Models with R examined regression and analysis of variance, demonstrated the different methods available, and showed in which situations each one applies. Following in those footsteps, Extending the Linear Model with R surveys the techniques that grow from the regression model, presenting three extensions to that framework: generalized linear models (GLMs), mixed effect models, and nonparametric regression models. The author's treatment is thoroughly modern and covers topics that include GLM diagnostics, generalized linear mixed models, trees, and even the use of neural networks in statistics. To demonstrate the interplay of theory and practice, throughout the book the author weaves the use of the R software environment to analyze the data of real examples, providing all of the R commands necessary to reproduce the analyses. All of the data described in the book is available at http://people.bath.ac.uk/jjf23/ELM/ Statisticians need to be familiar with a broad range of ideas and techniques. This book provides a well-stocked toolbox of methodologies, and with its unique presentation of these very modern statistical techniques, holds the potential to break new ground in the way graduate-level courses in this area are taught.

Generalized Linear Models for Insurance Data

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Publisher : Cambridge University Press
ISBN 13 : 1139470477
Total Pages : 207 pages
Book Rating : 4.1/5 (394 download)

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Book Synopsis Generalized Linear Models for Insurance Data by : Piet de Jong

Download or read book Generalized Linear Models for Insurance Data written by Piet de Jong and published by Cambridge University Press. This book was released on 2008-02-28 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the only book actuaries need to understand generalized linear models (GLMs) for insurance applications. GLMs are used in the insurance industry to support critical decisions. Until now, no text has introduced GLMs in this context or addressed the problems specific to insurance data. Using insurance data sets, this practical, rigorous book treats GLMs, covers all standard exponential family distributions, extends the methodology to correlated data structures, and discusses recent developments which go beyond the GLM. The issues in the book are specific to insurance data, such as model selection in the presence of large data sets and the handling of varying exposure times. Exercises and data-based practicals help readers to consolidate their skills, with solutions and data sets given on the companion website. Although the book is package-independent, SAS code and output examples feature in an appendix and on the website. In addition, R code and output for all the examples are provided on the website.

Geophysical Data Analysis: Discrete Inverse Theory

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Publisher : Academic Press
ISBN 13 : 0123977843
Total Pages : 331 pages
Book Rating : 4.1/5 (239 download)

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Book Synopsis Geophysical Data Analysis: Discrete Inverse Theory by : William Menke

Download or read book Geophysical Data Analysis: Discrete Inverse Theory written by William Menke and published by Academic Press. This book was released on 2012-06-26 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since 1984, Geophysical Data Analysis has filled the need for a short, concise reference on inverse theory for individuals who have an intermediate background in science and mathematics. The new edition maintains the accessible and succinct manner for which it is known, with the addition of: - MATLAB examples and problem sets - Advanced color graphics - Coverage of new topics, including Adjoint Methods; Inversion by Steepest Descent, Monte Carlo and Simulated Annealing methods; and Bootstrap algorithm for determining empirical confidence intervals - Additional material on probability, including Bayesian influence, probability density function, and metropolis algorithm - Detailed discussion of application of inverse theory to tectonic, gravitational and geomagnetic studies - Numerous examples and end-of-chapter homework problems help you explore and further understand the ideas presented - Use as classroom text facilitated by a complete set of exemplary lectures in Microsoft PowerPoint format and homework problem solutions for instructors

NBS Special Publication

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Publisher :
ISBN 13 :
Total Pages : 574 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis NBS Special Publication by :

Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Computational Statistics & Data Analysis

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Publisher :
ISBN 13 :
Total Pages : 628 pages
Book Rating : 4.3/5 (243 download)

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Book Synopsis Computational Statistics & Data Analysis by :

Download or read book Computational Statistics & Data Analysis written by and published by . This book was released on 2002 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Econometric Analysis of Cross Section and Panel Data, second edition

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Publisher : MIT Press
ISBN 13 : 0262232588
Total Pages : 1095 pages
Book Rating : 4.2/5 (622 download)

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Book Synopsis Econometric Analysis of Cross Section and Panel Data, second edition by : Jeffrey M. Wooldridge

Download or read book Econometric Analysis of Cross Section and Panel Data, second edition written by Jeffrey M. Wooldridge and published by MIT Press. This book was released on 2010-10-01 with total page 1095 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.

Nonresidential Buildings Energy Consumption Survey

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Publisher :
ISBN 13 :
Total Pages : 286 pages
Book Rating : 4.:/5 (3 download)

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Book Synopsis Nonresidential Buildings Energy Consumption Survey by :

Download or read book Nonresidential Buildings Energy Consumption Survey written by and published by . This book was released on 1986 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Regression Modeling Strategies

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Publisher : Springer
ISBN 13 : 3319194259
Total Pages : 598 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Regression Modeling Strategies by : Frank E. Harrell , Jr.

Download or read book Regression Modeling Strategies written by Frank E. Harrell , Jr. and published by Springer. This book was released on 2015-08-14 with total page 598 pages. Available in PDF, EPUB and Kindle. Book excerpt: This highly anticipated second edition features new chapters and sections, 225 new references, and comprehensive R software. In keeping with the previous edition, this book is about the art and science of data analysis and predictive modelling, which entails choosing and using multiple tools. Instead of presenting isolated techniques, this text emphasises problem solving strategies that address the many issues arising when developing multi-variable models using real data and not standard textbook examples. Regression Modelling Strategies presents full-scale case studies of non-trivial data-sets instead of over-simplified illustrations of each method. These case studies use freely available R functions that make the multiple imputation, model building, validation and interpretation tasks described in the book relatively easy to do. Most of the methods in this text apply to all regression models, but special emphasis is given to multiple regression using generalised least squares for longitudinal data, the binary logistic model, models for ordinal responses, parametric survival regression models and the Cox semi parametric survival model. A new emphasis is given to the robust analysis of continuous dependent variables using ordinal regression. As in the first edition, this text is intended for Masters' or PhD. level graduate students who have had a general introductory probability and statistics course and who are well versed in ordinary multiple regression and intermediate algebra. The book will also serve as a reference for data analysts and statistical methodologists, as it contains an up-to-date survey and bibliography of modern statistical modelling techniques.

New Statistics for Design Researchers

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Publisher : Springer
ISBN 13 : 9783030463823
Total Pages : 0 pages
Book Rating : 4.4/5 (638 download)

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Book Synopsis New Statistics for Design Researchers by : Martin Schmettow

Download or read book New Statistics for Design Researchers written by Martin Schmettow and published by Springer. This book was released on 2022-07-15 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Design Research uses scientific methods to evaluate designs and build design theories. This book starts with recognizable questions in Design Research, such as A/B testing, how users learn to operate a device and why computer-generated faces are eerie. Using a broad range of examples, efficient research designs are presented together with statistical models and many visualizations. With the tidy R approach, producing publication-ready statistical reports is straight-forward and even non-programmers can learn this in just one day. Hundreds of illustrations, tables, simulations and models are presented with full R code and data included. Using Bayesian linear models, multi-level models and generalized linear models, an extensive statistical framework is introduced, covering a huge variety of research situations and yet, building on only a handful of basic concepts. Unique solutions to recurring problems are presented, such as psychometric multi-level models, beta regression for rating scales and ExGaussian regression for response times. A “think-first” approach is promoted for model building, as much as the quantitative interpretation of results, stimulating readers to think about data generating processes, as well as rational decision making. New Statistics for Design Researchers: A Bayesian Workflow in Tidy R targets scientists, industrial researchers and students in a range of disciplines, such as Human Factors, Applied Psychology, Communication Science, Industrial Design, Computer Science and Social Robotics. Statistical concepts are introduced in a problem-oriented way and with minimal formalism. Included primers on R and Bayesian statistics provide entry point for all backgrounds. A dedicated chapter on model criticism and comparison is a valuable addition for the seasoned scientist.

Geostatistics

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Publisher : John Wiley & Sons
ISBN 13 : 0470183152
Total Pages : 750 pages
Book Rating : 4.4/5 (71 download)

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Book Synopsis Geostatistics by : Jean-Paul Chilès

Download or read book Geostatistics written by Jean-Paul Chilès and published by John Wiley & Sons. This book was released on 2012-03-26 with total page 750 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the First Edition ". . . a readable, comprehensive volume that . . . belongs on the desk, close at hand, of any serious researcher or practitioner." —Mathematical Geosciences The state of the art in geostatistics Geostatistical models and techniques such as kriging and stochastic multi-realizations exploit spatial correlations to evaluate natural resources, help optimize their development, and address environmental issues related to air and water quality, soil pollution, and forestry. Geostatistics: Modeling Spatial Uncertainty, Second Edition presents a comprehensive, up-to-date reference on the topic, now featuring the latest developments in the field. The authors explain both the theory and applications of geostatistics through a unified treatment that emphasizes methodology. Key topics that are the foundation of geostatistics are explored in-depth, including stationary and nonstationary models; linear and nonlinear methods; change of support; multivariate approaches; and conditional simulations. The Second Edition highlights the growing number of applications of geostatistical methods and discusses three key areas of growth in the field: New results and methods, including kriging very large datasets; kriging with outliers; nonse??parable space-time covariances; multipoint simulations; pluri-gaussian simulations; gradual deformation; and extreme value geostatistics Newly formed connections between geostatistics and other approaches such as radial basis functions, Gaussian Markov random fields, and data assimilation New perspectives on topics such as collocated cokriging, kriging with an external drift, discrete Gaussian change-of-support models, and simulation algorithms Geostatistics, Second Edition is an excellent book for courses on the topic at the graduate level. It also serves as an invaluable reference for earth scientists, mining and petroleum engineers, geophysicists, and environmental statisticians who collect and analyze data in their everyday work.

An Author and Permuted Title Index to Selected Statistical Journals

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Publisher :
ISBN 13 :
Total Pages : 512 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis An Author and Permuted Title Index to Selected Statistical Journals by : Brian L. Joiner

Download or read book An Author and Permuted Title Index to Selected Statistical Journals written by Brian L. Joiner and published by . This book was released on 1970 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: All articles, notes, queries, corrigenda, and obituaries appearing in the following journals during the indicated years are indexed: Annals of mathematical statistics, 1961-1969; Biometrics, 1965-1969#3; Biometrics, 1951-1969; Journal of the American Statistical Association, 1956-1969; Journal of the Royal Statistical Society, Series B, 1954-1969,#2; South African statistical journal, 1967-1969,#2; Technometrics, 1959-1969.--p.iv.