223053 (E51) Interest rate risk and capital requirements for property/casualty insurance companies : Hodes D.H., Feldblum S., Casualty Actuarial Society, Proceedings, Volume LXXXIII, Part 2, Nr. 159, 1996, pp 490–562

223024 (M30) Personal automobile premium

223024 (M30) Personal automobile premiums: An asset share pricing approach for property/casualty insurance : Sholom Feldblum S., Casualty Actuarial Society, Proceedings, Volume LXXXIII, Part 2, Nr. 159, 1996, pp 190–298

📂 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