Non-Life Insurance Pricing with Generalized Linear Models by Esbj?rn Ohlsson (En

Description: Non-Life Insurance Pricing with Generalized Linear Models by Esbjörn Ohlsson, Björn Johansson 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. FORMAT Paperback LANGUAGE English CONDITION Brand New Publisher Description 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 Notes Written for actuaries and actuariel studentsMeets the European Core Syllabus for actuarial educationAdditional real data for deeper understanding available Back Cover Setting the price of a non-life insurance policy involves the statistical analysis of insurance data, taking into consideration various properties of the insured object and the policy holder. Introduced by British actuaries, generalized linear models (GLMs) have by now become a standard approach used for pricing in many countries.The book focuses on methods based on GLMs that have been found useful in actuarial practice. Basic theory of GLMs in an insurance setting is presented, with useful extensions that are not in common use. The book can be used in actuarial education designed to meet the European Core Syllabus and is written for actuarial students as well as practicing actuaries. To support the readers, it contains case studies using real data of some complexity that are available on the www. Table of Contents Non-Life Insurance Pricing.- The Basics of Pricing with GLMs.- GLM Model Building.- Multi-Level Factors and Credibility Theory.- Generalized Additive Models. Review From the reviews:"This book presents the basic theory of generalized linear models (GLMs) in a tariff analysis setting and also gives some useful extension of standard GLM theory. Many theoretical results of this book are supplemented by several examples and numerical illustrations. Plenty of useful exercises finish each chapter of the book. The textbook is intended for practicing actuaries and actuarial students with a background in mathematics and mathematical statistics." (Jonas Šiaulys, Zentralblatt MATH, Vol. 1194, 2010) Long Description 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 Review Quote From the reviews:This book presents the basic theory of generalized linear models (GLMs) in a tariff analysis setting and also gives some useful extension of standard GLM theory. Many theoretical results of this book are supplemented by several examples and numerical illustrations. Plenty of useful exercises finish each chapter of the book. The textbook is intended for practicing actuaries and actuarial students with a background in mathematics and mathematical statistics. (Jonas Šiaulys, Zentralblatt MATH, Vol. 1194, 2010) Feature Written for actuaries and actuariel students Meets the European Core Syllabus for actuarial education Additional real data for deeper understanding available Details ISBN3642107907 ISBN-10 3642107907 ISBN-13 9783642107900 Format Paperback Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K Place of Publication Berlin Country of Publication Germany DEWEY 368 Media Book Language English Edition 1st Short Title NON-LIFE INSURANCE PRICING W/G Pages 174 Illustrations XIII, 174 p. DOI 10.1007/978-3-642-10791-7 Author Björn Johansson Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Series EAA Series Audience Professional & Vocational Year 2010 Publication Date 2010-03-29 Edition Description 1st ed. 2010. Corr. printing 2014 We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:96241955;

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