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Non-Life Insurance Pricing with Generalized Linear Models (EAA Series)

Amazon.com Price: $54.76 (as of 12/05/2019 17:08 PST- Details)

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Description

Non-life insurance pricing is the art of setting the cost of an insurance policy, allowing for varoius properties of the insured object and the policy holder. Introduced by British actuaries generalized linear models (GLMs) have grow to be today a the usual aproach for tariff analysis.

The book makes a speciality of methods based on GLMs which 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 don’t seem to be in common use.

The book meets the European Core Syllabus for actuarial education and is written for actuarial students in addition to practicing actuaries. To make stronger reader real data of a few complexity are provided at www.math.su.se/GLMbook.

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Non-Life Insurance Pricing with Generalized Linear Models (EAA Series)

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