000 02576nam a22004815i 4500
001 978-3-642-10791-7
003 DE-He213
005 20140220084529.0
007 cr nn 008mamaa
008 100327s2010 gw | s |||| 0|eng d
020 _a9783642107917
_9978-3-642-10791-7
024 7 _a10.1007/978-3-642-10791-7
_2doi
050 4 _aHB135-147
072 7 _aKF
_2bicssc
072 7 _aMAT003000
_2bisacsh
072 7 _aBUS027000
_2bisacsh
082 0 4 _a519
_223
100 1 _aOhlsson, Esbjörn.
_eauthor.
245 1 0 _aNon-Life Insurance Pricing with Generalized Linear Models
_h[electronic resource] /
_cby Esbjörn Ohlsson, Björn Johansson.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2010.
300 _aXIII, 174p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aEAA Lecture Notes,
_x1869-6929
505 0 _aNon-Life Insurance Pricing -- The Basics of Pricing with GLMs -- GLM Model Building -- Multi-Level Factors and Credibility Theory -- Generalized Additive Models.
520 _aSetting the price of a non-life insurance policy involves the statistical analysis of insurance data, taking into consideration various properties of the insured object and the policy holder. Introduced by British actuaries, generalized linear models (GLMs) have by now become a standard approach used for pricing in many countries. The book focuses on methods based on GLMs that have been found useful in actuarial practice. Basic theory of GLMs in an insurance setting is presented, with useful extensions that are not in common use. The book can be used in actuarial education designed to meet the European Core Syllabus and is written for actuarial students as well as practicing actuaries. To support the readers, it contains case studies using real data of some complexity that are available on the www.
650 0 _aMathematics.
650 0 _aFinance.
650 0 _aEconomics
_xStatistics.
650 1 4 _aMathematics.
650 2 4 _aQuantitative Finance.
650 2 4 _aStatistics for Business/Economics/Mathematical Finance/Insurance.
700 1 _aJohansson, Björn.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783642107900
830 0 _aEAA Lecture Notes,
_x1869-6929
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-642-10791-7
912 _aZDB-2-SMA
999 _c111786
_d111786