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Non-Life Insurance Pricing with Generalized Linear Models (EAA Series) - Softcover

Buch 3 von 16: EAA Lecture Notes

Ohlsson, Esbjörn

 
9783642107900: Non-Life Insurance Pricing with Generalized Linear Models (EAA Series)
Softcover
ISBN 10: 3642107907 ISBN 13: 9783642107900
Verlag: Springer, 2015

Inhaltsangabe

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.

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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.

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Verlag
Springer
Erscheinungsdatum
2015
Sprache
Englisch
ISBN 10 
3642107907
ISBN 13 
9783642107900
Einband
Taschenbuch
Anzahl der Seiten
188
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