Hostname: page-component-78c5997874-8bhkd Total loading time: 0 Render date: 2024-11-05T12:27:55.888Z Has data issue: false hasContentIssue false

An Application of Exponential Dispersion Models in Premium Rating

Published online by Cambridge University Press:  29 August 2014

A. E. Renshaw*
Affiliation:
The City University, London
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

A practical method of allowing for covariates in compound Poisson modelling distributions is discussed.

Type
Short Contributions
Copyright
Copyright © International Actuarial Association 1993

References

REFERENCES

Baker, R. J. and Nelder, J. A. (1985) GLIM system release. Numerical Algorithms Group Ltd., Oxford.Google Scholar
Jorgensen, B. (1987) Exponential Dispersion Models (with discussion). J. R. Statist. Soc. B, 49, 127.Google Scholar
Taylor, G. C. (1989) Use of Spline Functions for Premium Rating by Geographic Area. ASTIN Bulletin 19, 91.CrossRefGoogle Scholar