Effective statistical learning methods for actuaries I : GLMs and extensions /: GLMs and extensions. ([2019])

• Record Type: Book
• Further Information: Note: By Michel Denuit, Donatien Hainaut, Julien Trufin.
• Authors: Denuit, M (Michel); Hainaut, Donatien; Trufin, Julien
• Contents: ​Preface.- Part I: LOSS MODELS.-1. Insurance Risk Classification.-Exponential Dispersion (ED) Distributions.-3.-Maximum Likelihood Estimation.-Part II LINEAR MODELS.-4. Generalized Linear Models (GLMs).- 5.-Over-dispersion, credibility adjustments, mixed models, and regularization.-Part III ADDITIVE MODELS.- 6 Generalized Additive Models (GAMs).- 7. Beyond Mean Modeling: Double GLMs and GAMs for Location, Scale and Shape (GAMLSS).- Part IV SPECIAL TOPICS.- 8. Some Generalized Non-Linear Models (GNMs).- 9 Extreme Value Models.- References.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2019
• Extent: 1 online resource (xvi, 441 pages), illustrations (some color)
• Subjects: 368.01; Actuarial science; Insurance -- Statistical methods; Linear models (Statistics); Electronic books
• Languages: English
• ISBNs: 9783030258207; 3030258203
• Related ISBNs: 9783030258191
• Notes: Note: Includes bibliographical references.; Note: Online resource; title from PDF title page (SpringerLink, viewed September 19, 2019).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.