082035 (M30) Pricing to optimize an insurer's risk-return relation : Cogol D.F., Casualty Actuarial Society Forum, Winter 1996, pp. 213–242

223023 (M30) Pricing to optimise an insu

223023 (M30) Pricing to optimise an insurer's risk-return relation : Gogol D.F., Casualty Actuarial Society, Proceedings, Volume LXXXIII, Part 1, Nr. 158, 1996, pp 41–74

📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 91 KB

Recent years have seen a considerable upsurge in the use of Generalised Linear Models (GLMs) to carry out technical pricings of domestic (and other) lines. The paper by Brockman and Wright (1992) detailed some of the fundamentals of the application of GLMs. This paper attempts to build on that earli