
Title:
R programming for actuarial science
Author:
McQuire, Peter, author.
ISBN:
9781119754992
9781119754985
9781119755005
Physical Description:
1 online resource : illustrations.
Contents:
R : What You Need to Know to Get Started -- Functions in R -- R : what you need to know to get started -- Functions in R -- Financial mathematics (1) : interest rates and valuing cashflows --Financial mathematics (2) : miscellaneous examples --Fundamental statistics : a selection of key topics -- Multivariate distributions, and sums of random variables -- Benefits of diversification --Modern portfolio theory -- Duration : a measure of interest rate sensitivity -- Asset-liability matching : an introduction – Hedging : protecting against a fall in equity markets --Immunisation : Redington and beyond -- Copulas --Copulas : a modelling exercise -- Bond portfolio valuation : a simple credit risk model -- The Markov 2-state mortality model -- Approaches to fitting mortality models : the Markov 2-state model and an introduction to splines --Assessing the suitability of mortality models : statistical tests -- The Lee-Carter model --The Kaplan-Meier estimator -- Cox proportionate hazards regression model -- Markov multiple state models : applications to life contingencies -- Contingencies I -- Contingencies II --Actuarial risk theory : an introduction: collective and individual risk models --Collective risk models : exercise -- Generalised linear models : poisson regression -- Extreme value theory --Introduction to machine learning: k-Nearest Neighbours (kNN) --Time series modelling in R -- Volatility models : GARCH --Modelling future stock prices using geometric Brownian motion : an introduction -- Financial options : pricing, characteristics, and strategies.
Abstract:
"The purpose of this chapter is to introduce the fundamentals of the R programming language, and the basic tools you will need to use this book; it is therefore an important chapter for readers new to R. The reader is advised, following reading this chapter, to proceed to Chapter 2 which, together with this chapter, forms our introduction to programming in R. R is an exceptional statistical computing tool which is increasingly used by researchers and students in many disciplines. R is an open-source language which one can use without purchasing a licence, and contribute to solving problems within the vast R community."-- Provided by publisher.
Local Note:
John Wiley and Sons
Added Author:
Electronic Access:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119755005Copies:
Available:*
Library | Material Type | Item Barcode | Shelf Number | Status | Item Holds |
|---|---|---|---|---|---|
Searching... | E-Book | 598694-1001 | QA276.45 .R3 M38 2024 EB | Searching... | Searching... |
