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Modelling the Claims Process in the Presence of Covariates

Published online by Cambridge University Press:  29 August 2014

Arthur E. Renshaw
Arthur E. Renshaw*
Affiliation:
Department of Actuarial Science & Statistics, The City University, London
*
Department of Actuarial Science & Statistics, The City University, London.
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Abstract

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An overview of the potential of Generalized Linear Models as a means of modelling the salient features of the claims process in the presence of rating factors is presented. Specific attention is focused on the rich variety of modelling distributions which can be implemented in this context.

Keywords

Claims ProcessRating FactorsGeneralized Linear ModelsQuasi-LikelihoodExtended Quasi-Likelihood
Type
Articles
Information
ASTIN Bulletin: The Journal of the IAA , Volume 24 , Issue 2 , November 1994 , pp. 265 - 285
Copyright
Copyright © International Actuarial Association 1994

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