Description: Non-life insurance pricing is the art of setting the price of an insurance policy, taking into consideration varoius properties of the insured object and the policy holder. Introduced by British actuaries generalized linear models (GLMs) have become today a the standard aproach for tariff analysis. The book focuses on methods based on GLMs that have been found useful in actuarial practice and provides a set of tools for a tariff analysis. Basic theory of GLMs in a tariff analysis setting is presented with useful extensions of standarde GLM theory that are not in common use. The book meets the European Core Syllabus for actuarial education and is written for actuarial students as well as practicing actuaries. To support reader real data of some complexity are provided at
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EAN: 9783642107900
UPC: 9783642107900
ISBN: 9783642107900
MPN: N/A
Recommended Age Range: 0-12 months
Item Length: 22.9 cm
Number of Pages: 174 Pages
Language: English
Publication Name: Non-Life Insurance Pricing with Generalized Linear Models
Publisher: Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
Publication Year: 2015
Subject: Accounting, Government, Mathematics
Item Height: 235 mm
Item Weight: 328 g
Type: Textbook
Author: Esbjoern Ohlsson, Björn Johansson
Item Width: 155 mm
Format: Paperback
