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Generalized Linear Models for Insurance Data

2008-02-28 Business & Economics
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Release : 2008-02-28
Genre : Business & Economics
Kind : eBook
Book Rating : 477/5 ( reviews)

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Book Synopsis Generalized Linear Models for Insurance Data by : Piet de Jong

Download or read book Generalized Linear Models for Insurance Data written by Piet de Jong. This book was released on 2008-02-28. Available in PDF, EPUB and Kindle. Book excerpt: This is the only book actuaries need to understand generalized linear models (GLMs) for insurance applications. GLMs are used in the insurance industry to support critical decisions. Until now, no text has introduced GLMs in this context or addressed the problems specific to insurance data. Using insurance data sets, this practical, rigorous book treats GLMs, covers all standard exponential family distributions, extends the methodology to correlated data structures, and discusses recent developments which go beyond the GLM. The issues in the book are specific to insurance data, such as model selection in the presence of large data sets and the handling of varying exposure times. Exercises and data-based practicals help readers to consolidate their skills, with solutions and data sets given on the companion website. Although the book is package-independent, SAS code and output examples feature in an appendix and on the website. In addition, R code and output for all the examples are provided on the website.

Generalized Linear Models for Insurance Data

Download Generalized Linear Models for Insurance Data PDF Online Free

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Release :
Genre :
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis Generalized Linear Models for Insurance Data by :

Download or read book Generalized Linear Models for Insurance Data written by . This book was released on . Available in PDF, EPUB and Kindle. Book excerpt:

Generalized Linear Models for Insurance Rating

2016-06-08
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Release : 2016-06-08
Genre :
Kind : eBook
Book Rating : 728/5 ( reviews)

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Book Synopsis Generalized Linear Models for Insurance Rating by : Mark Goldburd

Download or read book Generalized Linear Models for Insurance Rating written by Mark Goldburd. This book was released on 2016-06-08. Available in PDF, EPUB and Kindle. Book excerpt:

Non-Life Insurance Pricing with Generalized Linear Models

2010-03-18 Mathematics
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Release : 2010-03-18
Genre : Mathematics
Kind : eBook
Book Rating : 915/5 ( reviews)

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Book Synopsis Non-Life Insurance Pricing with Generalized Linear Models by : Esbjörn Ohlsson

Download or read book Non-Life Insurance Pricing with Generalized Linear Models written by Esbjörn Ohlsson. This book was released on 2010-03-18. Available in PDF, EPUB and Kindle. Book excerpt: 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 www.math.su.se/GLMbook.

Predictive Modeling Applications in Actuarial Science: Volume 2, Case Studies in Insurance

2016-07-27 Business & Economics
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Release : 2016-07-27
Genre : Business & Economics
Kind : eBook
Book Rating : 527/5 ( reviews)

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Book Synopsis Predictive Modeling Applications in Actuarial Science: Volume 2, Case Studies in Insurance by : Edward W. Frees

Download or read book Predictive Modeling Applications in Actuarial Science: Volume 2, Case Studies in Insurance written by Edward W. Frees. This book was released on 2016-07-27. Available in PDF, EPUB and Kindle. Book excerpt: Predictive modeling uses data to forecast future events. It exploits relationships between explanatory variables and the predicted variables from past occurrences to predict future outcomes. Forecasting financial events is a core skill that actuaries routinely apply in insurance and other risk-management applications. Predictive Modeling Applications in Actuarial Science emphasizes life-long learning by developing tools in an insurance context, providing the relevant actuarial applications, and introducing advanced statistical techniques that can be used to gain a competitive advantage in situations with complex data. Volume 2 examines applications of predictive modeling. Where Volume 1 developed the foundations of predictive modeling, Volume 2 explores practical uses for techniques, focusing on property and casualty insurance. Readers are exposed to a variety of techniques in concrete, real-life contexts that demonstrate their value and the overall value of predictive modeling, for seasoned practicing analysts as well as those just starting out.

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