Non-Life Insurance Pricing with Generalized Linear Models

Björn Johansson

ISBN 10: 3642107907 / ISBN 13: 9783642107900

Published by Springer Berlin Heidelberg, Springer Berlin Heidelberg Mär 2010, 2010

About this Item

Neuware -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 math.su.se/GLMbook.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 188 pp. Englisch.

Seller Inventory # 9783642107900

Bibliographic Details

• Title: Non-Life Insurance Pricing with Generalized Linear Models
• Publisher: Springer Berlin Heidelberg, Springer Berlin Heidelberg Mär 2010
• Publication Date: 2010
• Language: English
• ISBN 10: 3642107907
• ISBN 13: 9783642107900
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 235W x 155H x 10D millimeters 235 millimeters width by 155 millimeters height by 10 millimeters depth
• Weight: 329 grams

About this title

Synopsis

This book focuses on methods based on generalized linear models (GLMs) that have been found useful in actuarial practice and provides a set of tools for a tariff analysis. It presents the basic theory of GLMs as well as useful extensions.

From the Back Cover

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 used for pricing in many countries. The book focuses on methods based on GLMs that have been found useful in actuarial practice. Basic theory of GLMs in an insurance setting is presented, with useful extensions that are not in common use. The book can be used in actuarial education designed to meet the European Core Syllabus and is written for actuarial students as well as practicing actuaries. To support the readers, it contains case studies using real data of some complexity that are available on the www.