Skip to product information
Non-Life Insurance Pricing with Generalized Linear Models

Non-Life Insurance Pricing with Generalized Linear Models

Sale price  $62.99 Regular price  $69.99

Reliable shipping

Flexible returns

EAA Series

Non-Life Insurance Pricing with Generalized Linear Models

Esbjörn Ohlsson | Björn Johansson

Mathematics / Applied

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.


Publication Date: 29 March 2010
Publisher: Springer Berlin Heidelberg
Imprint: Springer
ISBN-13: 9783642107900
Format: Paperback softback
Page Count: 174

You may also like