03760nam 22006015 450 991034932120332120251113174316.09783030258207303025820310.1007/978-3-030-25820-7(CKB)4100000009191103(DE-He213)978-3-030-25820-7(MiAaPQ)EBC5924586(PPN)258306394(MiAaPQ)EBC31862526(Au-PeEL)EBL31862526(EXLCZ)99410000000919110320190903d2019 u| 0engurnn#008mamaatxtrdacontentcrdamediacrrdacarrierEffective Statistical Learning Methods for Actuaries I GLMs and Extensions /by Michel Denuit, Donatien Hainaut, Julien Trufin1st ed. 2019.Cham :Springer International Publishing :Imprint: Springer,2019.1 online resource (XVI, 441 p. 82 illus., 23 illus. in color.)Springer Actuarial Lecture Notes,2523-32979783030258191 303025819X 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.This book summarizes the state of the art in generalized linear models (GLMs) and their various extensions: GAMs, mixed models and credibility, and some nonlinear variants (GNMs). In order to deal with tail events, analytical tools from Extreme Value Theory are presented. Going beyond mean modeling, it considers volatility modeling (double GLMs) and the general modeling of location, scale and shape parameters (GAMLSS). Actuaries need these advanced analytical tools to turn the massive data sets now at their disposal into opportunities. The exposition alternates between methodological aspects and case studies, providing numerical illustrations using the R statistical software. The technical prerequisites are kept at a reasonable level in order to reach a broad readership. This is the first of three volumes entitled Effective Statistical Learning Methods for Actuaries. Written by actuaries for actuaries, this series offers a comprehensive overview of insurancedata analytics with applications to P&C, life and health insurance. Although closely related to the other two volumes, this volume can be read independently.Springer Actuarial Lecture Notes,2523-3297Actuarial scienceStatisticsActuarial MathematicsStatistics in Business, Management, Economics, Finance, InsuranceActuarial science.Statistics.Actuarial Mathematics.Statistics in Business, Management, Economics, Finance, Insurance.368.01368.01Denuit Michelauthttp://id.loc.gov/vocabulary/relators/aut781288Hainaut Donatienauthttp://id.loc.gov/vocabulary/relators/autTrufin Julienauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910349321203321Effective Statistical Learning Methods for Actuaries I2541023UNINA