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Last update: T_KPMS (14.05.2013)
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Last update: T_KPMS (14.05.2013)
Solving real problems from finance and insurance by using stochastic models and statistical software. |
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Last update: doc. RNDr. Michal Pešta, Ph.D. (02.02.2018)
Exam. |
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Last update: doc. RNDr. Michal Pešta, Ph.D. (28.10.2019)
[1] Peter Dalgaard: Introductory statistics with R. Birkhäuser, 2002.
[2] David W. Hosmer and Stanley Lemeshow: Applied Logistic Regression (Second edition). Wiley, 2000.
[3] John H. Maindonald, John Braun: Data analysis and graphics using R: an example-based approach (Third edition). Cambridge University Press, 2010.
[4] David Ruppert: Statistics and finance: an introduction. Springer, 2004.
[5] William N. Venables, Brian D. Ripley: Modern applied statistics with S. Birkhäuser, 2002. |
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Last update: T_KPMS (14.05.2013)
Lecture. |
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Last update: doc. RNDr. Michal Pešta, Ph.D. (30.01.2018)
Written solution of two home projects (1st one - the first half of semester, 2nd one - the end of semester).
Oral part (in the examination period) is composed of the projects' defence and additional questions. |
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Last update: T_KPMS (14.05.2013)
Software usage for the following applied methods in finance and insurance: generalized linear models, categorical data analysis, random effects models, panel/longitudinal data analysis, generalized estimating equations, bayes methods, bootstrap, Markov chain Monte Carlo, copulae, extreme observations and large claims analysis (GEV and POT methods). |
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Last update: doc. RNDr. Michal Pešta, Ph.D. (26.04.2018)
Basic knowledge of mathematical statistics and linear regression. |