Research work · 1996

Generalized Linear Models and Actuarial Science

Steven Haberman, Arthur E. Renshaw

Journal of the Royal Statistical Society Series D (The Statistician)

Abstract

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 of problems, involving mortality, multiple-state models, lapses, premium rating and reserving. Selective examples of these applications are presented.

DOI: 10.2307/2988543