Non-Life Insurance Pricing with Generalized Linear Models

DOI10.1007/978-3-642-10791-7zbMath1194.91011OpenAlexW569258332MaRDI QIDQ3550882

Publication date: 7 April 2010

Published in: EAA Lecture Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-10791-7

zbMATH Keywords

generalized additive model generalized linear model generalized cross-validation exponential dispersion model overdispersed Poisson distribution method of marginal totals multi-level factor

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Generalized linear models (logistic models) (62J12) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Financial and insurance mathematics (aspects of mathematics education) (97M30)

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Uses Software

gamair

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