Non-Life Insurance Pricing with Generalized Linear Models

• Κύριοι συγγραφείς: Ohlsson, Esbjörn (Συγγραφέας), Johansson, Björn (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2010.
• Σειρά: EAA Lecture Notes,
• Θέματα: Mathematics.; Economics, Mathematical.; Statistics.; Quantitative Finance.; Statistics for Business/Economics/Mathematical Finance/Insurance.

Setting the price of a non-life insurance policy involves the statistical analysis of insurance data, taking into consideration various properties of the insured object and the policy holder. Introduced by British actuaries, generalized linear models (GLMs) have by now become a standard approach use...

Πίνακας περιεχομένων:

• Non-Life Insurance Pricing
• The Basics of Pricing with GLMs
• GLM Model Building
• Multi-Level Factors and Credibility Theory
• Generalized Additive Models.