1.7 Further Reading and References

This book introduces regression and time series tools that are most relevant to actuaries and other financial risk analysts. Fortunately, there are other sources that provide excellent introductions to these statistical topics (although not from a risk management viewpoint). Particularly for analysts that intend to specialize in statistics, it is helpful to get another perspective. For regression, I recommend Weisburg (2005) and Faraway (2005). For time series, Diebold (2004) is a good source. Moreover, Klugman, Panjer and Willmot (2008) provides a good introduction to actuarial applications of statistics; this book is intended to complement the Klugman et al. book by focusing on regression and time series methods.

[raw] [/raw]