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portada Generalized Linear Models for Insurance Data Hardback (International Series on Actuarial Science)
Type
Physical Book
Author
Publisher
Year
2008
Language
English
Pages
196
Format
Hardcover
Dimensions
23.1 x 15.2 x 1.5 cm
Weight
0.43 kg.
ISBN
0521879140
ISBN13
9780521879149
Edition No.
1
Categories

Generalized Linear Models for Insurance Data Hardback (International Series on Actuarial Science)

Gillian Z. Heller (Author) · Piet de Jong (Author) · Cambridge University Press · Hardcover

Generalized Linear Models for Insurance Data Hardback (International Series on Actuarial Science) - de Jong, Piet ; Heller, Gillian Z.

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Synopsis "Generalized Linear Models for Insurance Data Hardback (International Series on Actuarial Science)"

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.

Customers reviews

Carolina Cristina CastroFriday, December 30, 2022
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Muy buen libro teórico y práctico, con ejercicios y ejemplos con datos.

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