欢迎来到天天文库
浏览记录
ID:7919562
大小:1.04 MB
页数:115页
时间:2018-03-02
《a practitioner's guide to generalized linear models外语英文电子书》由会员上传分享,免费在线阅读,更多相关内容在教育资源-天天文库。
1、APractitioner'sGuidetoGeneralizedLinearModelsDuncanAnderson,FIASholomFeldblum,FCASClaudineModlin,FCASDorisSchirmacher,FCASErnestoSchirmacher,ASANeezaThandi,FCASThePractitioner'sGuidetoGeneralizedLinearModelsiswrittenforthepracticingactuarywhowouldliketounders
2、tandgeneralizedlinearmodels(GLMs)andusethemtoanalyzeinsurancedata.Theguideisdividedintothreesections.Section1providesafoundationforthestatisticaltheoryandgivesillustrativeexamplesandintuitiveexplanationswhichclarifythetheory.Theintuitiveexplanationsbuilduponm
3、orecommonlyunderstoodactuarialmethodssuchaslinearmodelsandtheminimumbiasprocedures.Section2providespracticalinsightsandrealisticmodeloutputforeachstageofaGLManalysis-includingdatapreparationandpreliminaryanalyses,modelselectionanditeration,modelrefinementandm
4、odelinterpretation.Thissectionisdesignedtoboosttheactuary'sconfidenceininterpretingGLMsandapplyingthemtosolvebusinessproblems.Section3discussesothertopicsofinterestrelatingtoGLMssuchasretentionmodelingandscoringalgorithms.Moretechnicalmaterialinthepaperisseto
5、utinappendices.AcknowledgementsTheauthorswouldliketothankJamesTanser,FIA,forsomehelpfulcommentsandcontributionstosomeelementsofthispaper,andShaunWang,FCAS,forreviewingthepaperpriortoinclusionontheCASexamsyllabus.1ContentsSection1GLMs-theoryandintuition32GLMsi
6、npractice393OtherapplicationsofGLMs82Bibliography92AppendixAThedesignmatrixwhenvariatesareused93BTheexponentialfamilyofdistributions95CTheTweediedistribution98DCanonicallinkfunctions100ESolvingformaximumlikelihoodinthegeneralcaseofanexponential101distribution
7、FExampleofsolvingformaximumlikelihoodwithagammaerrorandinverse103linkfunctionGDatarequiredforaGLMclaimsanalysis105HAutomatedapproachforfactorcategorization110ICramer'sV112JBenefitsofmodelingfrequencyandseverityseparatelyratherthanusing113TweedieGLMs21GLMs-the
8、oryandintuition1.1Section1discusseshowGLMsareformularizedandsolved.Thefollowingtopicsarecoveredindetail:backgroundofGLMs-buildingupontraditionalactuarialmethodssuchasminimumbiasprocedure
此文档下载收益归作者所有