Book contents
- Frontmatter
- Contents
- Contributor List
- Acknowledgments
- 1 Predictive Modeling in Actuarial Science
- II Predictive Modeling Foundations
- 2 Overview of Linear Models
- 3 Regression with Categorical Dependent Variables
- 4 Regression with Count-Dependent Variables
- 5 Generalized Linear Models
- 6 Frequency and Severity Models
- II Predictive Modeling Methods
- III Bayesian and Mixed Modeling
- IV Longitudinal Modeling
- Index
- References
5 - Generalized Linear Models
from II - Predictive Modeling Foundations
Published online by Cambridge University Press: 05 August 2014
Book contents
- Frontmatter
- Contents
- Contributor List
- Acknowledgments
- 1 Predictive Modeling in Actuarial Science
- II Predictive Modeling Foundations
- 2 Overview of Linear Models
- 3 Regression with Categorical Dependent Variables
- 4 Regression with Count-Dependent Variables
- 5 Generalized Linear Models
- 6 Frequency and Severity Models
- II Predictive Modeling Methods
- III Bayesian and Mixed Modeling
- IV Longitudinal Modeling
- Index
- References
Summary
A summary is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
- Type
- Chapter
- Information
- Predictive Modeling Applications in Actuarial Science , pp. 107 - 137Publisher: Cambridge University PressPrint publication year: 2014
References
, , , , , and (2005). A Practitioner's Guide to Generalzied Linear Models: A Foundation for Theory, Interpretation, and Application.
and (2008). An Introduction to Generalized Linear Models (Third ed.). Chapman & Hall/CRC.
(2000). Generalized Linear Models: A Unified Approach. Sage University Papers Series on Quantitative Applications in the Social Sciences, series no. 07-134. Sage Publications.Google Scholar
(1987). Exponential dispersion models. Journal of the Royal Statistical Society. Series B (Methodological) 49(2), 127–162.Google Scholar
(1999). A systematic relationship between minimum bias and generalized linear models. Proceedings of the Casualty Actuarial Society LXXXVI, 393–487.Google Scholar
and (1972). Generalized linear models. Journal of the Royal Statistical Society. Series A (General) 135(3), 370–384.CrossRefGoogle Scholar
and (2002, May). Fitting Tweedie's compound Poisson model to insurance claims data: Dispersion modelling. ASTIN Bulletin 32(2), 143'157.CrossRefGoogle Scholar
, , , and (Winter 2009). Applications of the offset in property-casualty predictive modeling. Casualty Actuarial Society E-Forum, 366–385.Google Scholar
- 2
- Cited by