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An Application of Exponential Dispersion Models in Premium Rating

Published online by Cambridge University Press:  29 August 2014

A. E. Renshaw
A. E. Renshaw*
Affiliation:
The City University, London
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Abstract

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

Keywords

Premium ratingcompound Poisson distributionsgeneralized linear modelspower variance function
Type
Short Contributions
Information
ASTIN Bulletin: The Journal of the IAA , Volume 23 , Issue 1 , May 1993 , pp. 145 - 147
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