Generalized Linear Models for Insurance Data - Couverture rigide

De Jong, Piet; Heller, Gillian Z.

 
9780521879149: Generalized Linear Models for Insurance Data
Couverture rigide
ISBN 10 : 0521879140 ISBN 13 : 9780521879149
Editeur : Cambridge University Press, 2008

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos des auteurs

Gillian Heller is Associate Professor of Statistics at Macquarie University. She has been teaching GLM to actuarial students for the past ten years, and has given several outside courses on GLMs to research analysts in insurance companies.

Piet de Jong is Professor of Actuarial Studies at Macquarie University. His research interests lie mainly in time series analysis and forecasting as well as actuarial areas, and he has consulted widely in the insurance and forecasting areas in both Australia and North America.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2008
Langue
anglais
ISBN 10 
0521879140
ISBN 13 
9780521879149
Reliure
Relié
Nombre de pages
208
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
France