Abstract
An overview of the potential of Generalized Linear Models as a means of modeling the salient features of the claims process in the presence of rating factors is presented. Specific attention is focused on the rich variety of modeling distributions which can be implemented in this context.
KEYWORDS Claims Process; Rating Factors; Generalized Linear Models; Quasi-Likelihood; Extended Quasi-Likelihood.
Volume
24:1
Page
265-285
Year
1994
Categories
Actuarial Applications and Methodologies
Ratemaking
Classification Plans
Financial and Statistical Methods
Statistical Models and Methods
Generalized Linear Modeling
Publications
ASTIN Bulletin
