CAS Monograph No. 5: Generalized Linear Models for Insurance Rating, 2nd Edition
by Mark Goldburd, Anand Khare, Dan Tevet, and Dmitriy Guller
Generalized Linear Models for Insurance Rating, the second edition of the fifth volume of the CAS Monograph Series, is now available for download. In this monograph, authors Mark Goldburd, Anand Khare, Dan Tevet, and Dmitriy Guller have written a comprehensive guide to creating an insurance rating plan using generalized linear models (GLMs), with an emphasis on practical application. While many textbooks and papers exist to explain GLMs, this monograph serves as a "one-stop shop" for the actuary seeking to understand the GLM model-building process from start to finish. The monograph has been adopted on the syllabus for Exam 8.
Mark Goldburd, FCAS, MAAA, is Consulting Actuary in Milliman’s New York office, where he is responsible for a wide range of projects for various clients. He has a B.S. degree in Mathematics and Computer Science from Touro College. He is a Fellow of the Casualty Actuarial Society and a Member of the American Academy of Actuaries. He can be contacted at firstname.lastname@example.org.
Dmitriy Guller, FCAS, is an Assistant Director in AIG’s Enterprise Risk Management group, where he performs independent reviews of actuarial pricing models. He has a B.S. in Mathematics from NYU Tandon School of Engineering. He is a Fellow of the Casualty Actuarial Society. He can be contacted at email@example.com.
Anand Khare, FCAS, FIA, CPCU, is the CFO of AIG Private Client Group. He has a B.A. in Mathematics from Rutgers University New Brunswick. He is a Fellow of the Casualty Actuarial Society, a Fellow of the Institute and Faculty of Actuaries, and a Chartered Property Casualty Underwriter. He can be contacted at firstname.lastname@example.org.
Dan Tevet, FCAS, MAAA, is a Senior Director at Liberty Mutual, where he leads a team of actuarial and product analysts in the business lines organization. He holds Bachelor of Science and Master of Engineering degrees in Operations Research Engineering from Cornell University, and is a Fellow of the Casualty Actuarial Society. He can be contacted at email@example.com.
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