Generalized Linear Models for Insurance Data


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Table of Contents

Preface; 1. Insurance data; 2. Response distributions; 3. Exponential family responses and estimation; 4. Linear modeling; 5. Generalized linear models; 6. Models for count data; 7. Categorical responses; 8. Continuous responses; 9. Correlated data; 10. Extensions to the Generalized linear model; Appendix 1. Computer code and output; Bibliography; Index.

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All techniques illustrated on data sets relevant to insurance; SAS code and output, data sets, exercise solutions on website

About the Author

Gillian Heller is associate professor of statistics at Macquarie University. She has been teaching GLM to actuarial students for the past ten years, and has given several outside courses on GLMs to research analysts in insurance companies. Piet de Jong is professor of actuarial studies at Macquarie University. His research interests lie mainly in time series analysis and forecasting as well as actuarial areas, and he has consulted widely in the insurance and forecasting areas in both Australia and North America.


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

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