Fitting frequency of claims by Generalized Linear Models
Fitting frequency of claims by Generalized Linear Models

Summary/Abstract: The article deals with the issue of creating homogenous tariff classes of non-life insurance and setting claim frequency of each tariff class. We use Generalized Linear Models (GLM) for the purpose of finding significant risk factors and also to determine the estimated claim frequency of the individual tariff classes. The theoretical part is completed by the application on a typical heterogeneous portfolio of the Motor Third Party Liability (MTPL). All calculations are performed using the R environment.

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