Selected Statistical Models in Non-Life Insurance with R - Couverture souple

Wolny-Dominiak, Alicja; Wanat, Stanisław; Sobiecki, Daniel

Couverture souple

ISBN 10 : 6202074280 ISBN 13 : 9786202074285

Editeur : LAP LAMBERT Academic Publishing, 2018

Synopsis

This book aims to present R program and its capabilities in ratemaking and loss reserving in property and casualty insurance. Generalized Linear Model is a popular statistical tool now used by insurance companies. The model is most often applied in risk assessment for short-term insurance schemes generating mass risk portfolios and in loss reserve prediction. In the book the Authors wish to show the model theoretical fundamentals with respect to a specific function of program R on the one hand, and to present the function application in ratemaking and loss reserving on the other. Each chapter of the book consists of the following parts: theoretical introduction to ratemaking and loss reserving, theoretical introduction and R function in general statistical models, models and empirical examples in R. The book supplements the knowledge gained in courses concerning Non-Life Insurance: Statistical Techniques. It is addressed to students as well as practitioners working in different departments of an insurance company.

A propos du livre

À propos de l'auteur

Alicja Wolny-Dominiak - Associate Professor at the Department of Statistical and Mathematical Mehods in Economics, UE in Katowice (Poland). Stanisław Wanat - Associate Professor at the Department of Mathematics, Cracow UE (Poland). Daniel Sobiecki - Senior Pricing Actuary at PZU, polish insurance company.

Détails de l'édition

• Éditeur: LAP LAMBERT Academic Publishing
• Date d'édition: 2018
• Langue: anglais
• ISBN 10: 6202074280
• ISBN 13: 9786202074285
• Reliure: Broché
• Nombre de pages: 204
• Coordonnées du fabricant: non disponible
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