Search Results - subject:"Generalized Linear Models"

A review of score-test-based inference for categorical data

Agresti, Alan; Giordano, Sabrina; Gottard, Anna - In: Journal of quantitative economics 20 (2022), pp. 31-48

Persistent link: https://www.econbiz.de/10013441604

Simultaneous inference for time-varying models

Karmakar, Sayar; Richter, Stefan; Wu, Wei Biao - In: Journal of econometrics 227 (2022) 2, pp. 408-428

Persistent link: https://www.econbiz.de/10013442109

Estimating major risk factor relativities in rate filings using generalized linear models

Xie, Shengkun; Lawniczak, Anna T. - In: International Journal of Financial Studies : open … 6 (2018) 4, pp. 1-14

generalized linear models (GLMs) are suitable in auto insurance rate filings review. The GLM relativities of major risk factors …

Persistent link: https://www.econbiz.de/10011964036

Estimating major risk factor relativities in rate filings using generalized linear models

Xie, Shengkun; Lawniczak, Anna T. - In: International Journal of Financial Studies 6 (2018) 4, pp. 1-14

generalized linear models (GLMs) are suitable in auto insurance rate filings review. The GLM relativities of major risk factors …

Persistent link: https://www.econbiz.de/10011996152

Modern claim frequency and claim severity models : an application to the Russian motor own damage insurance market

Gilenko, Evgenii V.; Mironova, Elena A. - In: Cogent economics & finance 5 (2017) 1, pp. 1-11

During 2012–2015, the motor insurance in Russia received considerable attention both from the parts of the Russian government and from the insurance business. This was caused, in particular, by significant losses from the side of insurance companies that occurred during 2012–2013. Experts...

Persistent link: https://www.econbiz.de/10011877605

Data analytics for non-life insurance pricing

Wüthrich, Mario V.; Buser, Christoph - 2017 - Draft lecture notes, version January 27, 2017

from the classical world of generalized linear models, generalized additive models and credibility theory. These methods …

Persistent link: https://www.econbiz.de/10011625588

Weighted-average least squares estimation of generalized linear models

De Luca, Giuseppe; Magnus, Jan R.; Peracchi, Franco - 2017

linear models (GLMs). We study the large-sample properties of the WALS estimator for GLMs under a local misspecification … WALS approach to deal with uncertainty about the specification of the linear predictor in the wider class of generalized …

Persistent link: https://www.econbiz.de/10011607975

Weighted-Average Least Squares Estimation of Generalized Linear Models

de Luca, Giuseppe; Magnus, Jan; Peracchi, Franco - 2017

Persistent link: https://www.econbiz.de/10011662527

Modern claim frequency and claim severity models: An application to the Russian motor own damage insurance market

Gilenko, Evgenii V.; Mironova, Elena A. - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-11

During 2012-2015, the motor insurance in Russia received considerable attention both from the parts of the Russian government and from the insurance business. This was caused, in particular, by significant losses from the side of insurance companies that occurred during 2012-2013. Experts...

Persistent link: https://www.econbiz.de/10011988734

Spatial Tweedie exponential dispersion models : an application to insurance rate-making

Halder, Aritra; Mohammed, Shariq; Chen, Kun; Dey, Dipak - In: Scandinavian actuarial journal 2021 (2021) 10, pp. 1017-1036

Persistent link: https://www.econbiz.de/10012696901