书目名称 | Non-Life Insurance Pricing with Generalized Linear Models |
编辑 | Esbjörn Ohlsson,Björn Johansson |
视频video | |
概述 | Written for actuaries and actuariel students.Meets the European Core Syllabus for actuarial education.Additional real data for deeper understanding available.Includes supplementary material: |
丛书名称 | EAA Series |
图书封面 |  |
描述 | .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.. |
出版日期 | Textbook 2010 |
关键词 | Factor; GLM; Generalized linear model; Non-life insurance; SAS; Tariff analysis; complexity; education; mode |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-642-10791-7 |
isbn_softcover | 978-3-642-10790-0 |
isbn_ebook | 978-3-642-10791-7Series ISSN 1869-6929 Series E-ISSN 1869-6937 |
issn_series | 1869-6929 |
copyright | Springer-Verlag Berlin Heidelberg 2010 |