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Generalized Linear Models for Insurance Data (International Series on Actuarial Science) - Hardcover
Synopsis
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...
Book Description
Actuaries should have the tools they need. Practical and rigorous, this books introduces GLMs in the actuarial context. All techniques are illustrated on data sets relevant to insurance. Exercises and data-based practicals let readers consolidate skills. SAS code and output, data sets, exercise solutions on website.
About the Author
Gillian Heller is Associate Professor of Statistics at Macquarie University. She has been teaching GLM to actuarial students for the past ten years, and has given several outside courses on GLMs to research analysts in insurance companies.
Piet de Jong is Professor of Actuarial Studies at Macquarie University. His research interests lie mainly in time series analysis and forecasting as well as actuarial areas, and he has consulted...
"About this title" may belong to another edition of this title.
- PublisherCambridge University Press
- Publication date2008
- ISBN 10 0521879140
- ISBN 13 9780521879149
- BindingHardcover
- LanguageEnglish
- Number of pages208
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Generalized Linear Models for Insurance Data (International Series on Actuarial Science)
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Generalized Linear Models for Insurance Data
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Generalized Linear Models for Insurance Data (International Series on Actuarial Science)
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Generalized Linear Models for Insurance Data (International Series on Actuarial Science)
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Generalized Linear Models for Insurance Data (Hardcover)
Published by
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ISBN 10: 0521879140
ISBN 13: 9780521879149
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Hardcover. Condition: new. Hardcover. 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. Actuaries should have the tools they need. Practical and rigorous, this books introduces GLMs in the actuarial context. All techniques are illustrated on data sets relevant to insurance. Exercises and data-based practicals let readers consolidate skills. SAS code and output, data sets, exercise solutions on website. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780521879149
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ISBN 13: 9780521879149
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Generalized Linear Models for Insurance Data (Hardcover)
Published by
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ISBN 10: 0521879140
ISBN 13: 9780521879149
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Hardcover. Condition: new. Hardcover. 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. Actuaries should have the tools they need. Practical and rigorous, this books introduces GLMs in the actuarial context. All techniques are illustrated on data sets relevant to insurance. Exercises and data-based practicals let readers consolidate skills. SAS code and output, data sets, exercise solutions on website. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780521879149
Quantity: 1 available