University of Calgary

ACSC 511 - Generalized Linear Models for Actuaries - Fall 2024

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)

Prerequisite(s)

  • Statistics 323.

Antirequisite(s)

  • Credit for Actuarial Science 511 and 611 will not be allowed.

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