Generalized Linear Models for Insurance Data
Piet de Jong, Gillian Z. Heller
Language: English
Published by Cambridge University Press, GB, 2008
Series: Book 3 of 16 - International Series on Actuarial Science
- Hardcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
£ 142.63
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Add to basketItem description from seller
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.…
Seller Inventory # LU-9780521879149
- Title
- Generalized Linear Models for Insurance Data
- Author
- Piet de Jong, Gillian Z. Heller
- Publisher
- Cambridge University Press, GB
- Publication year
- 2008
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 0521879140
- ISBN 13
- 9780521879149
- Item weight
- 430 grams
- Series
- Book 3 of 16: International Series on Actuarial Science
"Synopsis" may belong to another edition of this title.
About the Author
Piet de Jong is Professor of Actuarial Studies at Macquarie University. His research interests lie mainly in time series analysis and forecasting as well as actuarial areas, and he has consulted widely in the insurance and forecasting areas in both Australia and North America.
"About the title" may belong to another edition of this title.
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