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Generalized Linear Models for Insurance Data

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ISBN-10: 0521879140

ISBN-13: 9780521879149

Edition: 2008

Authors: Piet de Jong, Gillian Z. Heller

List price: $99.99
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Description:

This is the only book actuaries will need to understand generalized linear models (GLMs) for insurance applications. GLMs are used in the insurance industry to support critical decisions. Amazingly, no text introduces GLMs in this context or addresses the problems specific to insurance data. Until now. 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 focus is on issues which 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.
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Book details

List price: $99.99
Copyright year: 2008
Publisher: Cambridge University Press
Publication date: 2/28/2008
Binding: Hardcover
Pages: 208
Size: 6.00" wide x 9.00" long x 0.50" tall
Weight: 0.990
Language: English

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.