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Ohlsson / Johansson

Non-Life Insurance Pricing with Generalized Linear Models

1st ed. 2010, Corr. 3rd printing 2014 2015. Buch. xiii, 174 S.: Bibliographien. Softcover
Springer ISBN 978-3-642-10790-0
Format (B x L): 15,5 x 23,5 cm
Gewicht: 296 g
In englischer Sprache
Das Werk ist Teil der Reihe:
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.

Audience

Professional/practitioner

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Webcode: beck-shop.de/btbor
Written for actuaries and actuariel students Meets the European Core Syllabus for actuarial education Additional real data for deeper understanding available