Piet De Jong, Gillian Z. Heller

Generalized Linear Models for Insurance Data

• Gebundenes Buch

Produktbeschreibung

All techniques illustrated on data sets relevant to insurance; SAS code and output, data sets, exercise solutions on website

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 208
• Erscheinungstermin: 25. Oktober 2013
• Englisch
• Abmessung: 235mm x 157mm x 16mm
• Gewicht: 461g
• ISBN-13: 9780521879149
• ISBN-10: 0521879140
• Artikelnr.: 23450720

Autorenporträt

Gillian Heller is Associate Professor of Statistics at Macquarie University. She has been teaching GLM to actuarial students for the past ten years, and has given several outside courses on GLMs to research analysts in insurance companies.

Inhaltsangabe

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.