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Generalized Linear Models for Insurance Data

Language EnglishEnglish
Book Hardback
Book Generalized Linear Models for Insurance Data Piet de Jong
Libristo code: 04399296
Publishers Cambridge University Press, February 2008
This is the only book actuaries need to understand generalized linear models (GLMs) for insurance ap... Full description
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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.

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About the book

Full name Generalized Linear Models for Insurance Data
Author Piet de Jong
Language English
Binding Book - Hardback
Date of issue 2008
Number of pages 208
EAN 9780521879149
ISBN 0521879140
Libristo code 04399296
Weight 458
Dimensions 154 x 235 x 15
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