Herramientas estadisticas para el estudio de perfiles de riesgo
In this paper it is illustrated, in a practical way, the use of three tools that permit the actuary to define tariff groups and to estimate risk premiums in the class-rating process for non-life insurance. The first is the segmentation analysis (CHAID and XAID) used firstly at 1997 by UNESPA in its common portfolio of automobiles. The second is a stepwise selection process with the distance-based regression model. And the third is a process with the well known generalized linear regression model, which represents the most modern technique in the actuarial bibliography. From the later, if we combine different link functions and error distributions, we can obtain the classical additive and multiplicative models.
|Date of creation:||2002|
|Date of revision:|
|Contact details of provider:|| Postal: |
Web page: http://www.ere.ub.es
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:bar:bedcje:200288. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Espai de Recerca en Economia)
If references are entirely missing, you can add them using this form.