Generalized Linear Models For Insurance Data
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Generalized Linear Models for Insurance Data
Author | : Piet de Jong,Gillian Z. Heller |
Publsiher | : Cambridge University Press |
Total Pages | : 207 |
Release | : 2008-02-28 |
Genre | : Business & Economics |
ISBN | : 9781139470476 |
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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.
Generalized Linear Models for Insurance Data
Author | : Anonim |
Publsiher | : Cambridge University Press |
Total Pages | : 206 |
Release | : 2024 |
Genre | : Electronic Book |
ISBN | : 9182736450XXX |
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Generalized Linear Models for Insurance Rating
Author | : Mark Goldburd,Anand Khare,Dan Tevet |
Publsiher | : Unknown |
Total Pages | : 106 |
Release | : 2016-06-08 |
Genre | : Electronic Book |
ISBN | : 0996889728 |
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Non Life Insurance Pricing with Generalized Linear Models
Author | : Esbjörn Ohlsson,Björn Johansson |
Publsiher | : Springer Science & Business Media |
Total Pages | : 181 |
Release | : 2010-03-18 |
Genre | : Mathematics |
ISBN | : 9783642107917 |
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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.
Predictive Modeling Applications in Actuarial Science Volume 2 Case Studies in Insurance
Author | : Edward W. Frees,Glenn Meyers,Richard A. Derrig |
Publsiher | : Cambridge University Press |
Total Pages | : 337 |
Release | : 2016-07-27 |
Genre | : Business & Economics |
ISBN | : 9781316720523 |
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Predictive modeling uses data to forecast future events. It exploits relationships between explanatory variables and the predicted variables from past occurrences to predict future outcomes. Forecasting financial events is a core skill that actuaries routinely apply in insurance and other risk-management applications. Predictive Modeling Applications in Actuarial Science emphasizes life-long learning by developing tools in an insurance context, providing the relevant actuarial applications, and introducing advanced statistical techniques that can be used to gain a competitive advantage in situations with complex data. Volume 2 examines applications of predictive modeling. Where Volume 1 developed the foundations of predictive modeling, Volume 2 explores practical uses for techniques, focusing on property and casualty insurance. Readers are exposed to a variety of techniques in concrete, real-life contexts that demonstrate their value and the overall value of predictive modeling, for seasoned practicing analysts as well as those just starting out.
Regression Modeling with Actuarial and Financial Applications
Author | : Edward W. Frees |
Publsiher | : Cambridge University Press |
Total Pages | : 585 |
Release | : 2010 |
Genre | : Business & Economics |
ISBN | : 9780521760119 |
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This book teaches multiple regression and time series and how to use these to analyze real data in risk management and finance.
Generalized Linear Models
Author | : P. McCullagh |
Publsiher | : Routledge |
Total Pages | : 361 |
Release | : 2019-01-22 |
Genre | : Mathematics |
ISBN | : 9781351445849 |
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The success of the first edition of Generalized Linear Models led to the updated Second Edition, which continues to provide a definitive unified, treatment of methods for the analysis of diverse types of data. Today, it remains popular for its clarity, richness of content and direct relevance to agricultural, biological, health, engineering, and ot
Innovations in Classification Data Science and Information Systems
Author | : Daniel Baier,Klaus-Dieter Wernecke |
Publsiher | : Springer Science & Business Media |
Total Pages | : 620 |
Release | : 2006-06-06 |
Genre | : Language Arts & Disciplines |
ISBN | : 9783540269816 |
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The volume presents innovations in data analysis and classification and gives an overview of the state of the art in these scientific fields and applications. Areas that receive considerable attention in the book are discrimination and clustering, data analysis and statistics, as well as applications in marketing, finance, and medicine. The reader will find material on recent technical and methodological developments and a large number of applications demonstrating the usefulness of the newly developed techniques.