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Non Life Insurance Pricing With Generalized Linear Models
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Book Synopsis Non-Life Insurance Pricing with Generalized Linear Models by : Esbjörn Ohlsson
Download or read book Non-Life Insurance Pricing with Generalized Linear Models written by Esbjörn Ohlsson and published by Springer Science & Business Media. This book was released on 2010-03-18 with total page 181 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 www.math.su.se/GLMbook.
Book Synopsis Non-Life Insurance Pricing with Generalized Linear Models by : Esbjörn Ohlsson
Download or read book Non-Life Insurance Pricing with Generalized Linear Models written by Esbjörn Ohlsson and published by Springer. This book was released on 2015-01-03 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 www.math.su.se/GLMbook.
Book Synopsis Non-Life Insurance Pricing with Generalized Linear Models by : Esbj Ohlsson
Download or read book Non-Life Insurance Pricing with Generalized Linear Models written by Esbj Ohlsson and published by . This book was released on 2010-09-10 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Generalized Linear Models for Insurance Data by : Piet de Jong
Download or read book Generalized Linear Models for Insurance Data written by Piet de Jong and published by Cambridge University Press. This book was released on 2008-02-28 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Book Synopsis Generalized Linear Models for Insurance Rating by : Mark Goldburd
Download or read book Generalized Linear Models for Insurance Rating written by Mark Goldburd and published by . This book was released on 2016-06-08 with total page 106 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Predictive Modeling Applications in Actuarial Science: Volume 2, Case Studies in Insurance by : Edward W. Frees
Download or read book Predictive Modeling Applications in Actuarial Science: Volume 2, Case Studies in Insurance written by Edward W. Frees and published by Cambridge University Press. This book was released on 2016-07-27 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: Predictive modeling uses data to forecast future events. It exploits relationships between explanatory variables and the predicted variables from past occurrences to predict future outcomes. Forecasting financial events is a core skill that actuaries routinely apply in insurance and other risk-management applications. Predictive Modeling Applications in Actuarial Science emphasizes life-long learning by developing tools in an insurance context, providing the relevant actuarial applications, and introducing advanced statistical techniques that can be used to gain a competitive advantage in situations with complex data. Volume 2 examines applications of predictive modeling. Where Volume 1 developed the foundations of predictive modeling, Volume 2 explores practical uses for techniques, focusing on property and casualty insurance. Readers are exposed to a variety of techniques in concrete, real-life contexts that demonstrate their value and the overall value of predictive modeling, for seasoned practicing analysts as well as those just starting out.
Book Synopsis Pricing in General Insurance by : Pietro Parodi
Download or read book Pricing in General Insurance written by Pietro Parodi and published by CRC Press. This book was released on 2014-10-15 with total page 590 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on the syllabus of the actuarial industry course on general insurance pricing — with additional material inspired by the author’s own experience as a practitioner and lecturer — Pricing in General Insurance presents pricing as a formalised process that starts with collecting information about a particular policyholder or risk and ends with a commercially informed rate. The main strength of this approach is that it imposes a reasonably linear narrative on the material and allows the reader to see pricing as a story and go back to the big picture at any time, putting things into context. Written with both the student and the practicing actuary in mind, this pragmatic textbook and professional reference: Complements the standard pricing methods with a description of techniques devised for pricing specific products (e.g., non-proportional reinsurance and property insurance) Discusses methods applied in personal lines when there is a large amount of data and policyholders can be charged depending on many rating factors Addresses related topics such as how to measure uncertainty, incorporate external information, model dependency, and optimize the insurance structure Provides case studies, worked-out examples, exercises inspired by past exam questions, and step-by-step methods for dealing concretely with specific situations Pricing in General Insurance delivers a practical introduction to all aspects of general insurance pricing, covering data preparation, frequency analysis, severity analysis, Monte Carlo simulation for the calculation of aggregate losses, burning cost analysis, and more.
Book Synopsis Regression Modeling with Actuarial and Financial Applications by : Edward W. Frees
Download or read book Regression Modeling with Actuarial and Financial Applications written by Edward W. Frees and published by Cambridge University Press. This book was released on 2010 with total page 585 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book teaches multiple regression and time series and how to use these to analyze real data in risk management and finance.
Book Synopsis Stochastic Loss Reserving Using Generalized Linear Models by : Greg Taylor
Download or read book Stochastic Loss Reserving Using Generalized Linear Models written by Greg Taylor and published by . This book was released on 2016-05-04 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this monograph, authors Greg Taylor and Gráinne McGuire discuss generalized linear models (GLM) for loss reserving, beginning with strong emphasis on the chain ladder. The chain ladder is formulated in a GLM context, as is the statistical distribution of the loss reserve. This structure is then used to test the need for departure from the chain ladder model and to consider natural extensions of the chain ladder model that lend themselves to the GLM framework.
Book Synopsis Modern Actuarial Risk Theory by : Rob Kaas
Download or read book Modern Actuarial Risk Theory written by Rob Kaas and published by Springer Science & Business Media. This book was released on 2008-12-03 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern Actuarial Risk Theory contains what every actuary needs to know about non-life insurance mathematics. It starts with the standard material like utility theory, individual and collective model and basic ruin theory. Other topics are risk measures and premium principles, bonus-malus systems, ordering of risks and credibility theory. It also contains some chapters about Generalized Linear Models, applied to rating and IBNR problems. As to the level of the mathematics, the book would fit in a bachelors or masters program in quantitative economics or mathematical statistics. This second and.
Book Synopsis Nonlife Actuarial Models by : Yiu-Kuen Tse
Download or read book Nonlife Actuarial Models written by Yiu-Kuen Tse and published by Cambridge University Press. This book was released on 2009-09-17 with total page 541 pages. Available in PDF, EPUB and Kindle. Book excerpt: This class-tested undergraduate textbook covers the entire syllabus for Exam C of the Society of Actuaries (SOA).
Book Synopsis Computational Actuarial Science with R by : Arthur Charpentier
Download or read book Computational Actuarial Science with R written by Arthur Charpentier and published by CRC Press. This book was released on 2014-08-26 with total page 652 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Hands-On Approach to Understanding and Using Actuarial ModelsComputational Actuarial Science with R provides an introduction to the computational aspects of actuarial science. Using simple R code, the book helps you understand the algorithms involved in actuarial computations. It also covers more advanced topics, such as parallel computing and C/
Book Synopsis Generalized Linear Models With Examples in R by : Peter K. Dunn
Download or read book Generalized Linear Models With Examples in R written by Peter K. Dunn and published by Springer. This book was released on 2018-11-10 with total page 573 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook presents an introduction to generalized linear models, complete with real-world data sets and practice problems, making it applicable for both beginning and advanced students of applied statistics. Generalized linear models (GLMs) are powerful tools in applied statistics that extend the ideas of multiple linear regression and analysis of variance to include response variables that are not normally distributed. As such, GLMs can model a wide variety of data types including counts, proportions, and binary outcomes or positive quantities. The book is designed with the student in mind, making it suitable for self-study or a structured course. Beginning with an introduction to linear regression, the book also devotes time to advanced topics not typically included in introductory textbooks. It features chapter introductions and summaries, clear examples, and many practice problems, all carefully designed to balance theory and practice. The text also provides a working knowledge of applied statistical practice through the extensive use of R, which is integrated into the text. Other features include: • Advanced topics such as power variance functions, saddlepoint approximations, likelihood score tests, modified profile likelihood, small-dispersion asymptotics, and randomized quantile residuals • Nearly 100 data sets in the companion R package GLMsData • Examples that are cross-referenced to the companion data set, allowing readers to load the data and follow the analysis in their own R session
Book Synopsis Statistical and Probabilistic Methods in Actuarial Science by : Philip J. Boland
Download or read book Statistical and Probabilistic Methods in Actuarial Science written by Philip J. Boland and published by CRC Press. This book was released on 2007-03-05 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical and Probabilistic Methods in Actuarial Science covers many of the diverse methods in applied probability and statistics for students aspiring to careers in insurance, actuarial science, and finance. The book builds on students' existing knowledge of probability and statistics by establishing a solid and thorough understanding of
Book Synopsis Non-Life Insurance Mathematics by : Thomas Mikosch
Download or read book Non-Life Insurance Mathematics written by Thomas Mikosch and published by Springer Science & Business Media. This book was released on 2009-04-21 with total page 435 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic processes. It gives detailed discussions of the fundamental models for claim sizes, claim arrivals, the total claim amount, and their probabilistic properties....The reader gets to know how the underlying probabilistic structures allow one to determine premiums in a portfolio or in an individual policy." --Zentralblatt für Didaktik der Mathematik
Book Synopsis Linear Models with R by : Julian J. Faraway
Download or read book Linear Models with R written by Julian J. Faraway and published by CRC Press. This book was released on 2016-04-19 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Hands-On Way to Learning Data AnalysisPart of the core of statistics, linear models are used to make predictions and explain the relationship between the response and the predictors. Understanding linear models is crucial to a broader competence in the practice of statistics. Linear Models with R, Second Edition explains how to use linear models
Book Synopsis Multivariate Statistical Modelling Based on Generalized Linear Models by : Ludwig Fahrmeir
Download or read book Multivariate Statistical Modelling Based on Generalized Linear Models written by Ludwig Fahrmeir and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: Concerned with the use of generalised linear models for univariate and multivariate regression analysis, this is a detailed introductory survey of the subject, based on the analysis of real data drawn from a variety of subjects such as the biological sciences, economics, and the social sciences. Where possible, technical details and proofs are deferred to an appendix in order to provide an accessible account for non-experts. Topics covered include: models for multi-categorical responses, model checking, time series and longitudinal data, random effects models, and state-space models. Throughout, the authors have taken great pains to discuss the underlying theoretical ideas in ways that relate well to the data at hand. As a result, numerous researchers whose work relies on the use of these models will find this an invaluable account.
