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Non-Life Insurance Pricing with Generalized Linear Models
Taschenbuch von Björn Johansson (u. a.)
Sprache: Englisch

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Beschreibung
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 [...]
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 [...]
Zusammenfassung

Written for actuaries and actuariel students

Meets the European Core Syllabus for actuarial education

Additional real data for deeper understanding available

Includes supplementary material: [...]

Inhaltsverzeichnis
Non-Life Insurance Pricing.- The Basics of Pricing with GLMs.- GLM Model Building.- Multi-Level Factors and Credibility Theory.- Generalized Additive Models.
Details
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Reihe: EAA Series
Inhalt: xiii
174 S.
ISBN-13: 9783642107900
ISBN-10: 3642107907
Sprache: Englisch
Herstellernummer: 12804948
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Johansson, Björn
Ohlsson, Esbjörn
Hersteller: Springer-Verlag GmbH
Springer Berlin Heidelberg
EAA Series
Maße: 235 x 155 x 10 mm
Von/Mit: Björn Johansson (u. a.)
Erscheinungsdatum: 29.03.2010
Gewicht: 0,329 kg
Artikel-ID: 101376148
Zusammenfassung

Written for actuaries and actuariel students

Meets the European Core Syllabus for actuarial education

Additional real data for deeper understanding available

Includes supplementary material: [...]

Inhaltsverzeichnis
Non-Life Insurance Pricing.- The Basics of Pricing with GLMs.- GLM Model Building.- Multi-Level Factors and Credibility Theory.- Generalized Additive Models.
Details
Fachbereich: Betriebswirtschaft
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Taschenbuch
Reihe: EAA Series
Inhalt: xiii
174 S.
ISBN-13: 9783642107900
ISBN-10: 3642107907
Sprache: Englisch
Herstellernummer: 12804948
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Johansson, Björn
Ohlsson, Esbjörn
Hersteller: Springer-Verlag GmbH
Springer Berlin Heidelberg
EAA Series
Maße: 235 x 155 x 10 mm
Von/Mit: Björn Johansson (u. a.)
Erscheinungsdatum: 29.03.2010
Gewicht: 0,329 kg
Artikel-ID: 101376148
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