(ACSC 611) Generalized Linear Models for Actuaries

3 credits · Undergraduate Programs

Description of insurance data, response distributions, exponential family responses and estimation, GLMs, models for count data, categorical and continuous responses. Applications include: personal injury insurance, vehicle insurance, diabetes deaths, third party claims, and degree of vehicle crash. Software for fitting GLMs will be discussed. Prerequisite(s): Statistics 323 and Statistics 429. Antirequisite(s): Credit for Actuarial Science 511 and 611 will not be allowed.