Selection of variables for automobile insurance rating

DOI10.1016/0167-6687(89)90045-0zbMATH Open0666.62106OpenAlexW2071344885MaRDI QIDQ1116624FDOQ1116624

Authors: Krzysztof J. Stroiński, Iain D. Currie 

Publication date: 1989

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(89)90045-0

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zbMATH Keywords

generalized linear modelsmodel fittinginteraction parametersaggregation of individual policiesautomobile insurance portfolioProblems of scale

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Title not available (Why is that?)

Cited In (17)

• Applications of risk theory and multivariate analysis in insurance practice
• Title not available (Why is that?)
• The rate for fire and theft insurance for automobiles: analysis with the Cox model
• Title not available (Why is that?)
• Discrimination for two-way models with insurance applications
• Vehicle and Fleet Random Effects in a Model of Insurance Rating for Fleets of Vehicles
• Prediction of claims and risk factor selection in automobile insurance using support vector machines and genetic algorithms
• Title not available (Why is that?)
• Construction of insurance scoring system using regression models
• An approach to model complex high-dimensional insurance data
• A data driven binning strategy for the construction of insurance tariff classes
• Construction of rating systems using global sensitivity analysis: a numerical investigation
• Title not available (Why is that?)
• Risk factors of losses of commercial medical insurance: an empirical analysis using generalized linear models
• Title not available (Why is that?)
• On a strategy to develop robust and simple tariffs from motor vehicle insurance data
• Modelling repeated insurance claim frequency data using the generalized linear mixed model

Uses Software

• GLIM

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