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  • Textbook
  • © 2010

Non-Life Insurance Pricing with Generalized Linear Models

  • 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)

  1. Front Matter

    Pages i-xiii
  2. Non-Life Insurance Pricing

    • Esbjörn Ohlsson, Björn Johansson
    Pages 1-14
  3. The Basics of Pricing with GLMs

    • Esbjörn Ohlsson, Björn Johansson
    Pages 15-38
  4. GLM Model Building

    • Esbjörn Ohlsson, Björn Johansson
    Pages 39-69
  5. Multi-Level Factors and Credibility Theory

    • Esbjörn Ohlsson, Björn Johansson
    Pages 71-99
  6. Generalized Additive Models

    • Esbjörn Ohlsson, Björn Johansson
    Pages 101-133
  7. Back Matter

    Pages 135-174

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

  • Länsförsäkringar Alliance, Stockholm, Sweden

    Esbjörn Ohlsson, Björn Johansson

Bibliographic Information

Buy it now

Buying options

eBook USD 44.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 59.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access