Optimization approaches to multiplicative tariff of rates estimation in non-life insurance (Q2931167)
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scientific article; zbMATH DE number 6373492
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| English | Optimization approaches to multiplicative tariff of rates estimation in non-life insurance |
scientific article; zbMATH DE number 6373492 |
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Optimization Approaches to Multiplicative Tariff of Rates Estimation in Non-Life Insurance (English)
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24 November 2014
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non-life insurance
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rate making
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generalized linear models
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optimization models
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stochastic programming
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MTPL
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0.7425447106361389
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0.7368549704551697
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0.7332118153572083
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0.7238022685050964
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0.7220166325569153
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