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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,...
| Autores principales: | , , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2019
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-3-030-25820-7 http://cds.cern.ch/record/2691301 |