Stochastic Loss Reserving Using Generalized Linear Models

Stochastic Loss Reserving Using Generalized Linear Models
Author :
Publisher :
Total Pages : 100
Release :
ISBN-10 : 0996889701
ISBN-13 : 9780996889704
Rating : 4/5 (704 Downloads)

Book Synopsis Stochastic Loss Reserving Using Generalized Linear Models by : Greg Taylor

Download or read book Stochastic Loss Reserving Using Generalized Linear Models written by Greg Taylor and published by . This book was released on 2016-05-04 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this monograph, authors Greg Taylor and Gráinne McGuire discuss generalized linear models (GLM) for loss reserving, beginning with strong emphasis on the chain ladder. The chain ladder is formulated in a GLM context, as is the statistical distribution of the loss reserve. This structure is then used to test the need for departure from the chain ladder model and to consider natural extensions of the chain ladder model that lend themselves to the GLM framework.


Stochastic Loss Reserving Using Generalized Linear Models Related Books

Stochastic Loss Reserving Using Generalized Linear Models
Language: en
Pages: 100
Authors: Greg Taylor
Categories:
Type: BOOK - Published: 2016-05-04 - Publisher:

GET EBOOK

In this monograph, authors Greg Taylor and Gráinne McGuire discuss generalized linear models (GLM) for loss reserving, beginning with strong emphasis on the ch
Stochastic Claims Reserving Methods in Insurance
Language: en
Pages: 438
Authors: Mario V. Wüthrich
Categories: Business & Economics
Type: BOOK - Published: 2008-04-30 - Publisher: John Wiley & Sons

GET EBOOK

Claims reserving is central to the insurance industry. Insurance liabilities depend on a number of different risk factors which need to be predicted accurately.
Using the ODP Bootstrap Model
Language: en
Pages: 116
Authors: Mark R. Shapland
Categories: Actuarial science
Type: BOOK - Published: 2016 - Publisher:

GET EBOOK

Bayesian Claims Reserving Methods in Non-life Insurance with Stan
Language: en
Pages: 210
Authors: Guangyuan Gao
Categories: Mathematics
Type: BOOK - Published: 2018-12-31 - Publisher: Springer

GET EBOOK

This book first provides a review of various aspects of Bayesian statistics. It then investigates three types of claims reserving models in the Bayesian framewo
Non-Life Insurance Pricing with Generalized Linear Models
Language: en
Pages: 181
Authors: Esbjörn Ohlsson
Categories: Mathematics
Type: BOOK - Published: 2010-03-18 - Publisher: Springer Science & Business Media

GET EBOOK

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 po