Effective Statistical Learning Methods for Actuaries I : GLMs and Extensions

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). Going beyond mean modeling, it considers volatility modeling (double GLMs) and the general modeling of location, scale and shape parameters (GAMLSS).

• | : Michel Denuit, Donatien Hainaut, Julien Trufin
• | Publisher: Springer Nature Switzerland AG
• | Publication Date: Sep 18, 2019
• | Country of Publication: Switzerland
• | Number of Pages: 441 pages
• | Language: Unknown
• | Binding: Paperback / softback
• | ISBN-10: 303025819X
• | ISBN-13: 9783030258191