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Generalized linear models for insurance data /
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 in...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge ; New York :
Cambridge University Press,
2008.
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| Colección: | International series on actuarial science.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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. |
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| Descripción Física: | 1 online resource (vii, 196 pages) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9780511388774 0511388772 9780511380983 0511380984 0511387768 9780511387760 9780511384943 0511384947 9780511755408 0511755406 1107183731 9781107183735 1316099644 9781316099643 1281254827 9781281254825 9786611254827 661125482X 0511383096 9780511383090 |