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＜電子ブック＞
Non-Life Insurance Pricing with Generalized Linear Models / by Esbjörn Ohlsson, Björn Johansson
(EAA Series. ISSN:18696937)

版	1st ed. 2010.
出版者	(Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer)
出版年	2010
本文言語	英語
大きさ	XIII, 174 p : online resource
著者標目	*Ohlsson, Esbjörn author Johansson, Björn author SpringerLink (Online service)
件　名	LCSH:Social sciences -- Mathematics  全ての件名で検索 LCSH:Statistics  FREE:Mathematics in Business, Economics and Finance FREE:Statistics in Business, Management, Economics, Finance, Insurance
一般注記	Non-Life Insurance Pricing -- The Basics of Pricing with GLMs -- GLM Model Building -- Multi-Level Factors and Credibility Theory -- Generalized Additive Models 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 HTTP:URL=https://doi.org/10.1007/978-3-642-10791-7

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