摘要
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.
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.
出处
《统计研究》
CSSCI
北大核心
2002年第6期23-27,共5页
Statistical Research
基金
高等学校博士点专项科研项目
