R programming for actuarial science
tarafından
 
McQuire, Peter, author.

Başlık
R programming for actuarial science

Yazar
McQuire, Peter, author.

ISBN
9781119754992
 
9781119754985
 
9781119755005

Fiziksel Tanımlama
1 online resource : illustrations.

İçerik
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.

Özet
"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.

Notlar
John Wiley and Sons

Konu Terimleri
R (Computer program language)
 
Actuarial science.
 
R (Langage de programmation)
 
Actuariat.
 
Actuarial science. (OCoLC)fst01750236
 
R (Computer program language) (OCoLC)fst01086207

Yazar Ek Girişi
Kume, Alfred,

Elektronik Erişim
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119755005


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Çevrimiçi KütüphaneE-Kitap598694-1001QA276.45 .R3 M38 2024 EBWiley E-Kitap Koleksiyonu