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

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 one ebook actuaries have to comprehend generalized linear types (GLMs) for coverage purposes. 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 assurance information. utilizing coverage information units, this useful, rigorous publication treats GLMs, covers all normal exponential kinfolk distributions, extends the method to correlated info buildings, and discusses fresh advancements which transcend the GLM. the problems within the publication are particular to assurance info, equivalent to version choice within the presence of huge info units and the dealing with of various publicity instances. workouts and data-based practicals support readers to consolidate their talents, with suggestions and knowledge units given at the spouse site. even if the ebook is package-independent, SAS code and output examples characteristic in an appendix and at the web site. furthermore, R code and output for all of the examples are supplied at the site.

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