000 02521nam a22004575i 4500
001 u373855
003 SIRSI
005 20160812084206.0
007 cr nn 008mamaa
008 100327s2010 gw | s |||| 0|eng d
020 _a9783642107917
_9978-3-642-10791-7
040 _cMX-MeUAM
050 4 _aHB135-147
082 0 4 _a519
_223
100 1 _aOhlsson, Esbjörn.
_eauthor.
245 1 0 _aNon-Life Insurance Pricing with Generalized Linear Models
_h[recurso electrónico] /
_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 _zLibro electrónico
_uhttp://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-642-10791-7
596 _a19
942 _cLIBRO_ELEC
999 _c201735
_d201735