Generalized Linear Models for Insurance Data (International Series on Actuarial Science)

de Jong, Piet

ISBN 10: 0521879140 / ISBN 13: 9780521879149

Edité par Cambridge University Press, 2008

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Détails bibliographiques

Titre : Generalized Linear Models for Insurance Data...

Éditeur : Cambridge University Press

Date d'édition : 2008

Reliure : Hardcover

Etat : New

Edition : 1st Edition.

A propos de ce titre

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.

Biographie de l'auteur:

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.