Non Life Insurance Pricing With Generalized Linear Models
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Non Life Insurance Pricing With Generalized Linear Models
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Author : Esbjörn Ohlsson
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-03-18
Non Life Insurance Pricing With Generalized Linear Models written by Esbjörn Ohlsson and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-03-18 with Mathematics categories.
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.
Generalized Linear Models For Insurance Data
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Author : Piet de Jong
language : en
Publisher: Cambridge University Press
Release Date : 2008-02-28
Generalized Linear Models For Insurance Data written by Piet de Jong and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-02-28 with Business & Economics categories.
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 Rating
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Author : Mark Goldburd
language : en
Publisher:
Release Date : 2016-06-08
Generalized Linear Models For Insurance Rating written by Mark Goldburd and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-08 with categories.
Regression Modeling With Actuarial And Financial Applications
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Author : Edward W. Frees
language : en
Publisher: Cambridge University Press
Release Date : 2010
Regression Modeling With Actuarial And Financial Applications written by Edward W. Frees and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Business & Economics categories.
This book teaches multiple regression and time series and how to use these to analyze real data in risk management and finance.
Computation And Modelling In Insurance And Finance
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Author : Erik Bølviken
language : en
Publisher: Cambridge University Press
Release Date : 2014-04-10
Computation And Modelling In Insurance And Finance written by Erik Bølviken and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-04-10 with Business & Economics categories.
This practical introduction outlines methods for analysing actuarial and financial risk at a fairly elementary mathematical level suitable for graduate students, actuaries and other analysts in the industry who could use simulation as a problem solver. Numerous exercises with R-code illustrate the text.
Stochastic Loss Reserving Using Generalized Linear Models
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Author : Greg Taylor
language : en
Publisher:
Release Date : 2016-05-04
Stochastic Loss Reserving Using Generalized Linear Models written by Greg Taylor and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-05-04 with categories.
In this monograph, authors Greg Taylor and Gráinne McGuire discuss generalized linear models (GLM) for loss reserving, beginning with strong emphasis on the chain ladder. The chain ladder is formulated in a GLM context, as is the statistical distribution of the loss reserve. This structure is then used to test the need for departure from the chain ladder model and to consider natural extensions of the chain ladder model that lend themselves to the GLM framework.
Non Life Insurance Mathematics
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Author : Thomas Mikosch
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-04-21
Non Life Insurance Mathematics written by Thomas Mikosch and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-21 with Mathematics categories.
"Offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, and their probabilistic properties....The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy." --Zentralblatt für Didaktik der Mathematik
Non Life Insurance Pricing With Generalized Linear Models
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Author : Esbj Ohlsson
language : en
Publisher:
Release Date : 2010-09-10
Non Life Insurance Pricing With Generalized Linear Models written by Esbj Ohlsson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-09-10 with categories.
Modern Methods For Robust Regression
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Author : Robert Andersen
language : en
Publisher: SAGE
Release Date : 2008
Modern Methods For Robust Regression written by Robert Andersen and has been published by SAGE this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Mathematics categories.
Offering an in-depth treatment of robust and resistant regression, this volume takes an applied approach and offers readers empirical examples to illustrate key concepts.