Non-Life Insurance Pricing with Generalized Linear Models.pdf

Non-Life Insurance Pricing with Generalized Linear Models true
By:Esbjörn Ohlsson,Björn Johansson
Published on 2010-03-18 by Springer Science & Business Media


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.

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Book which was published by Springer Science & Business Media since 2010-03-18 have ISBNs, ISBN 13 Code is 9783642107917 and ISBN 10 Code is 3642107915

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