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Generalized Linear Models for Insurance Data

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Generalized Linear Models for Insurance Data - de Jong, Piet, and Heller, Gillian Z.
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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. ...

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Generalized Linear Models for Insurance Data 2008, Cambridge University Press, Cambridge

ISBN-13: 9780521879149

Hardcover