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  3. Generalized Linear Models for Insurance Data
  • Cited by 229
Publisher:
Cambridge University Press
Online publication date:
June 2010
Print publication year:
2008
Online ISBN:
9780511755408
DOI:
https://doi.org/10.1017/CBO9780511755408
Subjects:
Economics, Statistics for Econometrics, Finance and Insurance, Finance and Accountancy, General Statistics and Probability, Statistics and Probability
Series:
International Series on Actuarial Science
Information

Book description

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.

Reviews

"I would recommend such a book to my students without hesitation."
Cho-Jieh Chen, Journal of the American Statistical Association

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