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Credibility Analysis of Risk Classes by Generalized Linear Model.
- Source :
-
AIP Conference Proceedings . 2016, Vol. 1738 Issue 1, p060005-1-060005-4. 4p. 2 Charts. - Publication Year :
- 2016
-
Abstract
- In this paper generalized linear model (GLM) and credibility theory which are frequently used in nonlife insurance pricing are combined for reliability analysis. Using full credibility standard, GLM is associated with limited fluctuation credibility approach. Comparison criteria such as asymptotic variance and credibility probability are used to analyze the credibility of risk classes. An application is performed by using one-year claim frequency data of a Turkish insurance company and results of credible risk classes are interpreted. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 0094243X
- Volume :
- 1738
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- AIP Conference Proceedings
- Publication Type :
- Conference
- Accession number :
- 116125555
- Full Text :
- https://doi.org/10.1063/1.4951828