Generalized linear models for insurance data / Piet de Jong, Gillian Z. Heller
- Author
- Jong, Piet de.
- Published
- Cambridge ; New York : Cambridge University Press, 2008.
- Physical Description
- 1 online resource (vii, 196 pages).
- Additional Creators
- Heller, Gillian Z.
Access Online
- Series
- Language Note
- English.
- Contents
- Cover; Half-title; Title; Copyright; Contents; 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
- Summary
- 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 data structures, and discusses recent developments which go beyond the GLM. The issues in the book 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. In addition, R code and output for all the examples are provided on the website.
- Subject(s)
- ISBN
- 9780511388774 (electronic bk.)
0511388772 (electronic bk.)
9780511380983 (electronic bk. ; Adobe Reader)
0511380984 (electronic bk. ; Adobe Reader)
0511387768 (electronic bk.)
9780511387760 (electronic bk.)
9780511384943 (ebook)
0511384947 (ebook)
9780511755408
0511755406
1107183731
9781107183735
1316099644
9781316099643
1281254827
9781281254825
9786611254827
661125482X
0511383096
9780511383090
0521879140 (Cloth)
9780521879149 (hbk.) - Bibliography Note
- Includes bibliographical references and index.
View MARC record | catkey: 43327245