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Non-Life Insurance Pricing with Generalized Linear Models (EAA Series)
Esbjörn Ohlsson
€ 67.95
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Description for Non-Life Insurance Pricing with Generalized Linear Models (EAA Series)
Paperback. 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. Series: EAA Series. Num Pages: 187 pages, biography. BIC Classification: KFFN. Category: (P) Professional & Vocational. Dimension: 234 x 155 x 11. Weight in Grams: 296.
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 ... Read more
Show LessProduct Details
Format
Paperback
Publication date
2015
Publisher
Springer
Condition
New
Series
EAA Series
Number of Pages
174
Place of Publication
Berlin, Germany
ISBN
9783642107900
SKU
V9783642107900
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Non-Life Insurance Pricing with Generalized Linear Models (EAA Series)
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 ... Read more