Generalized Linear Models for Insurance Data (International Series on Actuarial Science)

de Jong, Piet

ISBN 10: 0521879140 / ISBN 13: 9780521879149

Editore: Cambridge University Press, 2008

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Dati bibliografici

Titolo: Generalized Linear Models for Insurance Data...

Casa editrice: Cambridge University Press

Data di pubblicazione: 2008

Legatura: Hardcover

Condizione: New

Edizione: 1st Edition.

Descrizione articolo

Riassunto:

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.

Recensione:

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