Description

Book Synopsis
Actuaries should have the tools they need. Practical and rigorous, this books introduces GLMs in the actuarial context. All techniques are illustrated on data sets relevant to insurance. Exercises and data-based practicals let readers consolidate skills. SAS code and output, data sets, exercise solutions on website.

Trade Review
"I would recommend such a book to my students without hesitation." Cho-Jieh Chen, Journal of the American Statistical Association

Table of Contents
Preface; 1. Insurance data; 2. Response distributions; 3. Exponential family responses and estimation; 4. Linear modeling; 5. Generalized linear models; 6. Models for count data; 7. Categorical responses; 8. Continuous responses; 9. Correlated data; 10. Extensions to the Generalized linear model; Appendix 1. Computer code and output; Bibliography; Index.

Generalized Linear Models for Insurance Data International Series on Actuarial Science

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    A Hardback by Gillian Z. Heller, Gillian Z. Heller

    £92.99

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      Book details

      Publisher Cambridge University Press
      Published 2/28/2008 12:00:00 AM
      ISBN-13 9780521879149
      978-0521879149
      ISBN-10 0521879140
      Also in:
      Probability and statistics

      Description

      Book Synopsis
      Actuaries should have the tools they need. Practical and rigorous, this books introduces GLMs in the actuarial context. All techniques are illustrated on data sets relevant to insurance. Exercises and data-based practicals let readers consolidate skills. SAS code and output, data sets, exercise solutions on website.

      Trade Review
      "I would recommend such a book to my students without hesitation." Cho-Jieh Chen, Journal of the American Statistical Association

      Table of Contents
      Preface; 1. Insurance data; 2. Response distributions; 3. Exponential family responses and estimation; 4. Linear modeling; 5. Generalized linear models; 6. Models for count data; 7. Categorical responses; 8. Continuous responses; 9. Correlated data; 10. Extensions to the Generalized linear model; Appendix 1. Computer code and output; Bibliography; Index.

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