Effective Statistical Learning Methods for Actuaries I
Autor
Donatien Hainaut
, Julien Trufin
, Michel Denuit
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).