Non-Life Insurance Pricing with Generalized Linear Models [electronic resource] / by Esbjörn Ohlsson, Björn Johansson.

By:

Ohlsson, Esbjörn [author.]

Contributor(s):

Material type: Text

TextSeries: EAA Lecture NotesPublisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2010Description: XIII, 174 p. online resourceContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9783642107917

Subject(s):

Additional physical formats: Printed edition:: No titleDDC classification:

519 23

LOC classification:

HB135-147

Online resources:

Click here to access online

Contents:

Non-Life Insurance Pricing -- The Basics of Pricing with GLMs -- GLM Model Building -- Multi-Level Factors and Credibility Theory -- Generalized Additive Models.

In: Springer eBooksSummary: 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.

Holdings ( 1 )
Title notes ( 2 )

Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
eBook	e-Library	EBook		Available

Total holds: 0

Non-Life Insurance Pricing -- The Basics of Pricing with GLMs -- GLM Model Building -- Multi-Level Factors and Credibility Theory -- Generalized Additive Models.

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.