Generalized linear models for insurance data / Piet de Jong, Gillian Z. Heller.

Format:

Book

Author/Creator:

Jong, Piet de, author.

Heller, Gillian Z., author.

Series:

International series on actuarial science.

International series on actuarial science

Language:

English

Subjects (All):

Insurance--Mathematics.

Insurance.

Linear models (Statistics).

Physical Description:

1 online resource (x, 196 pages) : digital, PDF file(s).

Place of Publication:

Cambridge : Cambridge University Press, 2008.

Language Note:

English

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, extends the methodology to correlated data structures, and discusses recent developments which go beyond the GLM. The issues in the book are specific to insurance data, such as model selection in the presence of large data sets and the handling of varying exposure times. Exercises and data-based practicals help readers to consolidate their skills, with solutions and data sets given on the companion website. Although the book is package-independent, SAS code and output examples feature in an appendix and on the website. In addition, R code and output for all the examples are provided on the website.

Contents:

Cover; Half-title; Title; Copyright; 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

Notes:

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

Includes bibliography and index.

Other Format:

9780521879149

ISBN:

1-107-18373-1

1-316-09964-4

1-281-25482-7

9786611254827

0-511-38776-8

0-511-38677-X

0-511-38494-7

0-511-38309-6

0-511-75540-6

0-511-38877-2

OCLC:

437204536