Overview
- Written for actuaries and actuariel students
- Meets the European Core Syllabus for actuarial education
- Additional real data for deeper understanding available
- Includes supplementary material: sn.pub/extras
Part of the book series: EAA Series (EAAS)
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Table of contents (5 chapters)
Keywords
About this book
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.
Reviews
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)Authors and Affiliations
Bibliographic Information
Book Title: Non-Life Insurance Pricing with Generalized Linear Models
Authors: Esbjörn Ohlsson, Björn Johansson
Series Title: EAA Series
DOI: https://doi.org/10.1007/978-3-642-10791-7
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2010
Softcover ISBN: 978-3-642-10790-0Published: 29 March 2010
eBook ISBN: 978-3-642-10791-7Published: 18 March 2010
Series ISSN: 1869-6929
Series E-ISSN: 1869-6937
Edition Number: 1
Number of Pages: XIII, 174
Topics: Quantitative Finance, Statistics for Business, Management, Economics, Finance, Insurance