In this paper, a mothod to work out the score pricing system is proposed by using generalized linear models which is illustrated using a classical data set from a automobile insurer. The method extends tye type of mod...
详细信息
In this paper, a mothod to work out the score pricing system is proposed by using generalized linear models which is illustrated using a classical data set from a automobile insurer. The method extends tye type of model to allow the claim severity to follow the exponential family of distribution. This method can be considered a useful guide in producing a risk classification.
暂无评论