Economic Time Series
Navigating Strategic Decisions
Modeling and Seasonality Edited by
The Power of Sound Analysis and Forecasting
William R. Bell
John E. Triantis
Scott H. Holan University of Missouri, Columbia, USA
Tucker S. McElroy U.S. Census Bureau, Washington, D.C., USA
This compilation focuses on the analysis of economic time series as it pertains to modeling and seasonality. It presents cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals. The book showcases the cross-fertilization between the fields of time series modeling and seasonal adjustment, as reflected both in the contents of the chapters and in their authorship, with contributors coming from academia and government statistical agencies. Print ISBN: 978-1-4398-4657-5 eBook ISBN: 978-1-4398-4658-2 March 2012, 6-1/8 x 9-1/4, 554 pp. Suggested Price: $104.95 / £66.99
Financial and Actuarial Statistics
Long Range Planning Associates, Vero Beach, Florida, USA
Based on the author’s 40 years of experience and research, this book provides guidance on forecasting for strategic decision making. It includes methodology, tools, and models and explains how to apply sanity checks to existing forecasts to rank project valuations, identify project risks, and select the higher value creation projects. The author discusses how to assess the feasibility of large projects, analyze forecasting models to determine controllable levers, and create the conditions needed for forecasts to materialize. Print ISBN: 978-1-4665-8598-0 eBook ISBN: 978-1-4665-8599-7 June 2013, 7 x 10, 435 pp. Suggested Price: $99.95 / £63.99
Textbook
An Introduction, Second Edition
Pricing in General Insurance
Dale S. Borowiak
Pietro Parodi
University of Akron, Ohio, USA
Willis LTD, London, UK
Arnold F. Shapiro
Closely following the syllabus for the ST8 exam of the UK actuarial profession, this textbook provides a practical introduction to the pricing actuary in general insurance. Developed from the author’s actuarial science course at the Cass Business School, the book is full of real examples that illustrate the various topics. It includes many exercises, based on past ST8 exams, making it ideal for teaching or self-study. Figure slides are available upon qualifying course adoption.
The Pennsylvania State University, State College, USA
Presenting a unique interface between statistics and financial/actuarial topics, this second edition provides a solid background for students preparing for a career in actuarial science. It explores novel research areas and adds more problems, along with a new solutions section. This edition also includes a new chapter on Markov chain theory with applications to mortality and multiple decrement mortality table modeling, a presentation of model checking diagnostics that covers diagnostics for mortality tables, and an expanded discussion on option pricing with examples.
Print ISBN: 978-1-4665-8144-9 May 2014, 6-1/8 x 9-1/4, 400 pp. Suggested Price: $99.95 / £59.99
Print ISBN: 978-1-4200-8580-8 eBook ISBN: 978-0-203-91124-2 November 2013, 6-1/8 x 9-1/4, 392 pp. Suggested Price: $89.95 / £57.99
85
Introduction to Spatial Econometrics
Principles of Copula Theory
James LeSage
This book presents a much-needed synthesis of recent research on copulas, a statistical tool widely used in applications in financial risk assessment and actuarial analysis. The text provides an overview of the mathematical properties of copulas with an emphasis on recent developments. It contains numerous examples using real data, especially from finance and insurance. This unique resource not only provides up-to-date information on this growing field, but it also covers the multidimensional case.
Fabrizio Durante and Carlo Sempi
McCoy College of Business Administration, San Marcos, Texas, USA
R. Kelley Pace Louisiana State University, Baton Rouge, USA Series: Statistics: A Series of Textbooks and Monographs
This introduction presents a variety of regression methods for analyzing spatial data samples that violate the traditional assumption of independence between observations. It explores a range of alternative topics, including maximum likelihood and Bayesian estimation, various types of spatial regression specifications, and applied modeling situations involving different circumstances. The authors clarify the often-mystifying phenomenon of simultaneous spatial dependence. MATLAB® toolboxes useful for spatial econometric estimation are available on the authors’ websites.
Statistics for Business, Finance, and Economics
U.S. Census Bureau, Washington, D.C., USA
Print ISBN: 978-1-4398-8442-3 March 2014, 6-1/8 x 9-1/4, 352 pp. Suggested Price: $99.95 / £63.99
Print ISBN: 978-1-4200-6424-7 eBook ISBN: 978-1-4200-6425-4 January 2009, 6-1/8 x 9-1/4, 374 pp. Suggested Price: $104.95 / £65.99
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