Non-Life Insurance Pricing With Generalized Linear Models
商品資訊
系列名：Eaa Series: Textbook
ISBN13：9783642107900
出版社：Springer Verlag
作者：Esbjorn Ohlsson; Bjorn Johansson
出版日：2010/04/03
裝訂／頁數：平裝／174頁
規格：23.5cm*15.9cm*1.3cm (高/寬/厚)
商品簡介
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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