Non-Life Insurance Pricing with Generalized Linear Models (EAA Series) - Softcover
Synopsis
This book focuses on methods based on generalized linear models (GLMs) that have been found useful in actuarial practice and provides a set of tools for a tariff analysis. It presents the basic theory of GLMs as well as useful extensions.
"synopsis" may belong to another edition of this title.
From the Back Cover
Setting the price of a non-life insurance policy involves the statistical analysis of insurance data, taking into consideration various properties of the insured object and the policy holder. Introduced by British actuaries, generalized linear models (GLMs) have by now become a standard approach used for pricing in many countries. The book focuses on methods based on GLMs that have been found useful in actuarial practice. Basic theory of GLMs in an insurance setting is presented, with useful extensions that are not in common use. The book can be used in actuarial education designed to meet the European Core Syllabus and is written for actuarial students as well as practicing actuaries. To support the readers, it contains case studies using real data of some complexity that are available on the www.
Review
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. Plenty of useful exercises finish each chapter of the book. The textbook is intended for practicing actuaries and actuarial students with a background in mathematics and mathematical statistics.” (Jonas Šiaulys, Zentralblatt MATH, Vol. 1194, 2010)"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date2010
- ISBN 10 3642107907
- ISBN 13 9783642107900
- BindingPaperback
- LanguageEnglish
- Number of pages187
- Rating
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Non-Life Insurance Pricing with Generalized Linear Models
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Springer Berlin Heidelberg Mrz 2010, 2010
ISBN 10: 3642107907
ISBN 13: 9783642107900
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Non-life insurance pricing is the art of setting the price of an insurance policy, taking into consideration varoius properties of the insured object and the policy holder. 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 well as practicing actuaries. To support reader real data of some complexity are provided at math.su.se/GLMbook. 188 pp. Englisch. Seller Inventory # 9783642107900
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Non-Life Insurance Pricing with Generalized Linear Models
Published by
Springer Berlin Heidelberg, 2010
ISBN 10: 3642107907
ISBN 13: 9783642107900
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Taschenbuch
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Non-life insurance pricing is the art of setting the price of an insurance policy, taking into consideration varoius properties of the insured object and the policy holder. 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 well as practicing actuaries. To support reader real data of some complexity are provided at math.su.se/GLMbook. Seller Inventory # 9783642107900
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Non-life Insurance Pricing With Generalized Linear Models
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Non-Life Insurance Pricing with Generalized Linear Models
Published by
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ISBN 10: 3642107907
ISBN 13: 9783642107900
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Written for actuaries and actuariel studentsMeets the European Core Syllabus for actuarial educationAdditional real data for deeper understanding availableNon-life insurance pricing is the art of setting the price of an insurance. Seller Inventory # 5049349
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