Piet De Jong – Generalized Linear Models for Insurance Data


This is the only book actuaries need to understand generalized linear models (GLMs) for insurance applications. Until now, no text has introduced GLMs in this context or addressed the problems specific to insurance data. Using insurance data sets, this practical, rigorous book treats GLMs, covers all standard exponential family distributions, extends the methodology to correlated data structures, and discusses recent developments which go beyond the GLM.