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.
9783642107900
Insurance--Mathematical models Insurance--Rates Linear models Mathematics