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Non-life insurance pricing with generalized linear models/

Ohlsson, Esbjorn

Non-life insurance pricing with generalized linear models/ Esbjorn Ohlsson and Bjorn Johansson - New York: Springer, 2010. - xiii, 174 p. : ill. ; 24 cm. - (EAA lecture notes) .

Non-life insurance pricing --
The basics of pricing with GLMS --
GLM model building --
Multi-level factors and credibility theory --
Generalized additive models --
Some results from probability and statistics --
Some results on splines --
Some SAS syntax.

ISBN: 9783642107900

Subjects--Topical Terms:
Insurance--Mathematical models
Insurance--Rates
Linear models
Mathematics

Dewey Class. No.: 515 / OHL/N

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