Generalized Linear Models for Insurance Data (International Series on Actuarial Science)

Generalized Linear Models for Insurance Data (International Series on Actuarial Science)

Piet de Jong


this is often the single publication actuaries have to comprehend generalized linear types (GLMs) for coverage functions. GLMs are utilized in the assurance to help serious judgements. previously, no textual content has brought GLMs during this context or addressed the issues particular to coverage information. utilizing assurance information units, this sensible, rigorous publication treats GLMs, covers all average exponential relatives distributions, extends the technique to correlated info constructions, and discusses fresh advancements which transcend the GLM. the problems within the e-book are particular to coverage info, similar to version choice within the presence of enormous info units and the dealing with of various publicity occasions. routines and data-based practicals support readers to consolidate their talents, with recommendations and information units given at the better half web site. even if the ebook is package-independent, SAS code and output examples characteristic in an appendix and at the site. moreover, R code and output for all of the examples are supplied at the site.

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