Non-Life Insurance Pricing with Generalized Linear Models

Non-Life Insurance Pricing with Generalized Linear Models
Author :
Publisher : Springer
Total Pages : 174
Release :
ISBN-10 : 3642107907
ISBN-13 : 9783642107900
Rating : 4/5 (900 Downloads)

Book Synopsis Non-Life Insurance Pricing with Generalized Linear Models by : Esbjörn Ohlsson

Download or read book Non-Life Insurance Pricing with Generalized Linear Models written by Esbjörn Ohlsson and published by Springer. This book was released on 2015-01-03 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 www.math.su.se/GLMbook.


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