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Non-Life Insurance Pricing with Generalized Linear Models (EAA Series)

Posted by in Thursday, July 28th 2011
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Non-Life Insurance Pricing with Generalized Linear Models (EAA Series)

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 pre

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