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Viser: Non-Life Insurance Pricing with Generalized Linear Models
Non-Life Insurance Pricing with Generalized Linear Models Vital Source e-bog
Esbjörn Ohlsson og Björn Johansson
(2010)
Non-Life Insurance Pricing with Generalized Linear Models
Bjørn Johansson og Esbjørn Ohlsson
(2010)
Sprog: Engelsk
Detaljer om varen
- Vital Source searchable e-book (Fixed pages)
- Udgiver: Springer Nature (Marts 2010)
- Forfattere: Esbjörn Ohlsson og Björn Johansson
- ISBN: 9783642107917
Bookshelf online: 5 år fra købsdato.
Bookshelf appen: ubegrænset dage fra købsdato.
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Detaljer om varen
- 1. Udgave
- Paperback
- Udgiver: Springer Berlin / Heidelberg (Marts 2010)
- Forfattere: Bjørn Johansson og Esbjørn Ohlsson
- ISBN: 9783642107900
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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