Generalized Linear Models for Insurance Data

by Piet de Jong and Gillian Z. Heller

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...

• Format: Hardcover
• Language: English
• ISBN: 0521879140
• ISBN13: 9780521879149
• Release Date: March 2008
• Publisher: Cambridge University Press
• Length: 208 Pages
• Weight: 1.02 lbs.
• Dimensions: 0.6" x 6.0" x 9.1"