Generalized linear models for insurance rating

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<title>Generalized linear models for insurance rating</title>
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<namePart>Goldburd, Mark</namePart>
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<namePart>Khare, Anand</namePart>
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<namePart>Tevet, Dan</namePart>
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<namePart>Guller, Dmitriy</namePart>
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<publisher>Casualty Actuarial Society</publisher>
<dateIssued>2025</dateIssued>
<edition>Second Edition (2025 revision)</edition>
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<abstract displayLabel="Summary">Actuaries have for many years used GLMs to classify risks, but it is only relatively recently that levels of interest and rates of adoption have increased to the point where it now seems as though they are near-ubiquitous. GLMs are widely used in the personal lines insurance marketplace, especially in operations of meaningful scale. But as far as the authors are aware there is no single text written for the practicing actuary that serves as a definitive reference for the use of GLMs in classification ratemaking. This monograph aims to bridge that gap. Our ultimate goal is to give the knowledgeable reader all of the additional tools they need to build a market-ready classification plan from raw premium and loss data</abstract>
<tableOfContents displayLabel="Contents">Introduction -- Overview of Technical Foundations -- The Model-Building Process -- Data Preparation and Considerations -- Selection of Model Form -- Model Refinement -- Model Validation and Selection -- Model Documentation -- Other Topics -- Variations on the Generalized Linear Model -- Bibliography</tableOfContents>
<note type="statement of responsibility">Mark Goldburd... [et al. ]</note>
<note>Information about the other authors: Anand Khare, Dan Tevet, Dmitriy Guller</note>
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<topic>Modelos GLM</topic>
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<topic>Modelos actuariales</topic>
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<topic>Modelos lineales generalizados</topic>
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<topic>Clasificación de riesgos</topic>
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<url displayLabel="electronic resource" usage="primary display">https://www.casact.org/sites/default/files/2021-01/05-Goldburd-Khare-Tevet.pdf</url>
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<title>CAS Monograph series</title>
<partNumber>Number 5</partNumber>
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<title>From GLMs to comprehensive insurance pricing : techniques and challenges</title>
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<publisher>Arlington, VA : Casualty Actuarial Society, 2026</publisher>
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