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Effective statistical learning methods for actuaries I: GLMs and extensions

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,...

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Detalles Bibliográficos
Autores principales: Denuit, Michel, Hainaut, Donatien, Trufin, Julien
Lenguaje:eng
Publicado: Springer 2019
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-030-25820-7
http://cds.cern.ch/record/2691301