(ACSC 511) Generalized Linear Models for Actuaries

3 credits · Graduate 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): Admission to a graduate program in Mathematics and Statistics. Antirequisite: Credit for Actuarial Science 611 and 511 will not be allowed.