University of Calgary

ACSC 511 - Generalized Linear Models for Actuaries - Fall 2017

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.
This course may not be repeated for credit.

Hours

  • H(3-0)

Notes

  • Statistics 429 is recommended as a corequisite or prerequisite.

Prerequisite(s)

  • Statistics 323 or Mathematics 323.
Syllabus

Sections

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