Non-Life Insurance Pricing with Generalized Linear Models (EAA Series)
| Author | : | |
| Rating | : | 4.17 (655 Votes) |
| Asin | : | 3642107907 |
| Format Type | : | paperback |
| Number of Pages | : | 174 Pages |
| Publish Date | : | 2014-07-07 |
| Language | : | English |
DESCRIPTION:
Plenty of useful exercises finish each chapter of the book. 1194, 2010) . The textbook is intended for practicing actuaries and actuarial students with a background in mathematics and mathematical statistics.” (Jonas Šiaulys, Zentralblatt MATH, Vol. From the reviews:“This book presents the basic theory of generalized linear models (GLMs) in a tariff analysis setting and also gives some useful extension of standard GLM theory. Many theoretical results of this book are supplemented by several examples and numerical illustrations
Introduced by British actuaries generalized linear models (GLMs) have become today a the standard aproach for tariff analysis.The book focuses on methods based on GLMs that have been found useful in actuarial practice and provides a set of tools for a tariff analysis. Basic theory of GLMs in a tariff analysis setting is presented with useful extensions of standarde GLM theory that are not in common use.The book meets the European Core Syllabus for actuarial education and is written for actuarial students as w