Generalized linear models and actuarial science

被引：104

作者：

Haberman, S ^{[1
]}

Renshaw, AE ^{[1
]}

机构：

[1] CITY UNIV LONDON, SCH MATH ACTUARIAL SCI & STAT, LONDON EC1N 0HB, ENGLAND

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN | 1996年 / 45卷 / 04期

关键词：

generalized linear models; life-insurance and non-life-insurance models;

D O I：

10.2307/2988543

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The authors review the applications of generalized linear models to actuarial problems. This rich class of statistical model has been successfully applied in recent years to a wide range df problems, involving mortality multiple-state models, lapses, premium rating and reserving. Selective examples of these applications are presented.

引用

页码：407 / 436

页数：30

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