Effective statistical learning methods for actuaries i: glms and extensions
Auteur :
Denuit, Michel / Hainaut, Donatien / Trufin, Julien
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030258191
Date de publication :
18 sept. 2019
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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).