Generalized Linear Models for Insurance Data ebook de Jong,Piet, Heller,Gillian Z. Diesel eBooks

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Home > Education > Mathematics > Generalized Linear Models for Insurance Data-eBook

Generalized Linear Models for Insurance Data

de Jong,Piet, Heller,Gillian Z.

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Generalized Linear Models for Insurance Data

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.

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Title of ebook: Generalized Linear Models for Insurance Data
ISBN: 9780511380983
Publisher: Cambridge University Press
Internet download file size: 20328 kb
Released online for download: 02-28-2008
Author of eBook: de Jong,Piet
Author of eBook: Heller,Gillian Z.