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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.
Actuarial notation Год: 2011 |
Mathematical Methods in Risk Theory (Grundlehren der mathematischen Wissenschaften) Автор: Hans Bühlmann Год: 1996 |
The Future of the Safety Net: Social Insurance and Employee Benefits (Industrial Relations Research Association Series) Автор: Sheldon Friedman, David Jacobs, David C. Jacobs Год: 2002 |
Encyclopedia of Actuarial Science Автор: Jozef Teugels, Bjørn Sundt Год: 2004 |
Actuarial Mathematics for Life Contingent Risks (International Series on Actuarial Science) Автор: David C. M. Dickson, Mary R. Hardy, Howard R. Waters Год: 2009 |