Non-Life Insurance Pricing with Generalized Linear Models

Springer Science & Business Media
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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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Additional Information

Publisher
Springer Science & Business Media
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Published on
Mar 18, 2010
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Pages
174
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ISBN
9783642107917
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Best For
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Language
English
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Genres
Business & Economics / Accounting / General
Business & Economics / General
Business & Economics / Statistics
Mathematics / Applied
Mathematics / Probability & Statistics / General
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Content Protection
This content is DRM protected.
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