Skip to content
Register Sign in Wishlist

Generalized Linear Models for Insurance Data

$99.99 (P)

Part of International Series on Actuarial Science

  • Date Published: March 2008
  • availability: Available
  • format: Hardback
  • isbn: 9780521879149

$ 99.99 (P)

Add to cart Add to wishlist

Other available formats:

Looking for an examination copy?

If you are interested in the title for your course we can consider offering an examination copy. To register your interest please contact providing details of the course you are teaching.

Product filter button
About the Authors
  • This is the only book actuaries need to understand generalized linear models (GLMs) for insurance applications. GLMs are used in the insurance industry to support critical decisions. Until now, no text has introduced GLMs in this context or addressed the problems specific to insurance data. Using insurance data sets, this practical, rigorous book treats GLMs, covers all standard exponential family distributions, extends the methodology to correlated data structures, and discusses recent developments which go beyond the GLM. The issues in the book are specific to insurance data, such as model selection in the presence of large data sets and the handling of varying exposure times. Exercises and data-based practicals help readers to consolidate their skills, with solutions and data sets given on the companion website. Although the book is package-independent, SAS code and output examples feature in an appendix and on the website. In addition, R code and output for all the examples are provided on the website.

    • Tailored to needs of actuaries
    • All techniques illustrated on real data sets relevant to insurance
    • Exercises and data-based practicals consolidate skills
    Read more

    Reviews & endorsements

    "I would recommend such a book to my students without hesitation."
    Cho-Jieh Chen, Journal of the American Statistical Association

    Customer reviews

    Not yet reviewed

    Be the first to review

    Review was not posted due to profanity


    , create a review

    (If you're not , sign out)

    Please enter the right captcha value
    Please enter a star rating.
    Your review must be a minimum of 12 words.

    How do you rate this item?


    Product details

    • Date Published: March 2008
    • format: Hardback
    • isbn: 9780521879149
    • length: 208 pages
    • dimensions: 231 x 152 x 15 mm
    • weight: 0.43kg
    • contains: 34 b/w illus. 5 colour illus. 43 tables 25 exercises
    • availability: Available
  • Table of Contents

    1. Insurance data
    2. Response distributions
    3. Exponential family responses and estimation
    4. Linear modeling
    5. Generalized linear models
    6. Models for count data
    7. Categorical responses
    8. Continuous responses
    9. Correlated data
    10. Extensions to the Generalized linear model
    Appendix 1. Computer code and output

  • Resources for

    Generalized Linear Models for Insurance Data

    Piet de Jong, Gillian Z. Heller

    General Resources

    Find resources associated with this title

    Type Name Unlocked * Format Size

    Showing of

    Back to top

    *This title has one or more locked files and access is given only to instructors adopting the textbook for their class. We need to enforce this strictly so that solutions are not made available to students. To gain access to locked resources you either need first to sign in or register for an account.

    These resources are provided free of charge by Cambridge University Press with permission of the author of the corresponding work, but are subject to copyright. You are permitted to view, print and download these resources for your own personal use only, provided any copyright lines on the resources are not removed or altered in any way. Any other use, including but not limited to distribution of the resources in modified form, or via electronic or other media, is strictly prohibited unless you have permission from the author of the corresponding work and provided you give appropriate acknowledgement of the source.

    If you are having problems accessing these resources please email

  • Authors

    Piet de Jong, Macquarie University, Sydney
    Gillian Heller is Associate Professor of Statistics at Macquarie University. She has been teaching GLM to actuarial students for the past ten years, and has given several outside courses on GLMs to research analysts in insurance companies.

    Gillian Z. Heller, Macquarie University, Sydney
    Piet de Jong is Professor of Actuarial Studies at Macquarie University. His research interests lie mainly in time series analysis and forecasting as well as actuarial areas, and he has consulted widely in the insurance and forecasting areas in both Australia and North America.

Sign In

Please sign in to access your account


Not already registered? Create an account now. ×

Sorry, this resource is locked

Please register or sign in to request access. If you are having problems accessing these resources please email

Register Sign in
Please note that this file is password protected. You will be asked to input your password on the next screen.

» Proceed

You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner Please see the permission section of the catalogue page for details of the print & copy limits on our eBooks.

Continue ×

Continue ×

Continue ×

Find content that relates to you

Join us online

This site uses cookies to improve your experience. Read more Close

Are you sure you want to delete your account?

This cannot be undone.


Thank you for your feedback which will help us improve our service.

If you requested a response, we will make sure to get back to you shortly.

Please fill in the required fields in your feedback submission.