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Generalized linear models for insurance data

Author: Piet de Jong; Gillian Z Heller
Publisher: Cambridge ; New York : Cambridge University Press, 2008.
Series: International series on actuarial science.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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,  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Jong, Piet de.
Generalized linear models for insurance data.
Cambridge ; New York : Cambridge University Press, 2008
(OCoLC)166382264
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Piet de Jong; Gillian Z Heller
ISBN: 9780511388774 0511388772 9780511380983 0511380984 0511387768 9780511387760 9780511384943 0511384947 9780511755408 0511755406
OCLC Number: 227163576
Description: 1 online resource (vii, 196 pages).
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.
Series Title: International series on actuarial science.
Responsibility: Piet de Jong, Gillian Z. Heller.
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All techniques illustrated on data sets relevant to insurance; SAS code and output, data sets, exercise solutions on website  Read more...

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

 
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