Non-Life Insurance Pricing with Generalized Linear Models by Bjrn Johansson

Non-Life Insurance Pricing with Generalized Linear Models by Bjrn Johansson

Setting the price of a non-life insurance policy involves the statistical analysis of insurance data, taking into consideration various properties of the insured object and the policy holder. Introduced by British actuaries, generalized linear models (GLMs) have by now become a standard approach used for pricing in many countries. The book focuses on methods based on GLMs that have been found useful in actuarial practice. Basic theory of GLMs in an insurance setting is presented, with useful extensions that are not in common use. The book can be used in actuarial education designed to meet the European Core Syllabus and is written for actuarial students as well as practicing actuaries. To support the readers, it contains case studies using real data of some complexity that are available on the www.

From the reviews:

“This book presents the basic theory of generalized linear models (GLMs) in a tariff analysis setting and also gives some useful extension of standard GLM theoryMany theoretical results of this book are supplemented by several examples and numerical illustrations. Plenty of useful exercises finish each chapter of the book. The textbook is intended for practicing actuaries and actuarial students with a background in mathematics and mathematical statistics.” (Jonas Šiaulys, Zentralblatt MATH, Vol. 1194, 2010)

SKU	Unavailable
ISBN 13	9783642107900
ISBN 10	3642107907
Title	Non-Life Insurance Pricing with Generalized Linear Models
Author	Esbjörn Ohlsson
Series	Eaa Series
Condition	Unavailable
Binding Type	Paperback
Publisher	Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Year published	2010-03-29
Number of pages	174
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.