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Generalized linear models for insurance rating

Registro MARC
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001  MAP20260012452
003  MAP
005  20260421155130.0
008  260421s2025 usa|||| ||| ||eng d
020  ‎$a‎978-1-7333294-4-6
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
24510‎$a‎Generalized linear models for insurance rating‎$c‎Mark Goldburd... [et al. ]
250  ‎$a‎Second Edition (2025 revision)
260  ‎$a‎Arlington, VA‎$b‎Casualty Actuarial Society‎$c‎2025
4900 ‎$a‎CAS Monograph series‎$v‎Number 5
500  ‎$a‎Information about the other authors: Anand Khare, Dan Tevet, Dmitriy Guller
5050 ‎$a‎Introduction -- Overview of Technical Foundations -- The Model-Building Process -- Data Preparation and Considerations -- Selection of Model Form -- Model Refinement -- Model Validation and Selection -- Model Documentation -- Other Topics -- Variations on the Generalized Linear Model -- Bibliography
520  ‎$a‎Actuaries 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
650 4‎$0‎MAPA20160001693‎$a‎Modelos GLM
650 4‎$0‎MAPA20080592011‎$a‎Modelos actuariales
650 4‎$0‎MAPA20160001679‎$a‎Modelos lineales generalizados
650 4‎$0‎MAPA20080613327‎$a‎Clasificación de riesgos
7001 ‎$0‎MAPA20260007465‎$a‎Goldburd, Mark
7001 ‎$0‎MAPA20260007472‎$a‎Khare, Anand
7001 ‎$0‎MAPA20260007489‎$a‎Tevet, Dan
7001 ‎$0‎MAPA20260007496‎$a‎Guller, Dmitriy
7102 ‎$0‎MAPA20080448561‎$a‎Casualty Actuarial Society
7870 ‎$w‎MAP20260012438‎$t‎From GLMs to comprehensive insurance pricing : techniques and challenges‎$d‎Arlington, VA : Casualty Actuarial Society, 2026‎$z‎978-1-7370028-8-8
830 0‎$0‎MAPA20260007458‎$a‎CAS Monograph series
856  ‎$u‎https://www.casact.org/sites/default/files/2021-01/05-Goldburd-Khare-Tevet.pdf