Bøger af Michel Denuit

This book summarizes the state of the art in tree-based methods for insurance: regression trees, random forests and boosting methods.

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).

This book presents practical paradigms in insurance as well as numerous exercises with solutions. This second edition emphasizes the implementation of all covered techniques through the use of R, the de facto standard for statistical computation.