Syllabus
Multiplicative tariff structure. Generalized linear models.
GLM in rate-making. Credibility theory.
Bühlmann and Bühlmann-Straub models. GLM in reserving.
Credibility approach to reserving. Modeling of bonus-malus systems.
Annotation
Multiplicative tariff structure. Generalized linear models in rate-making.
Fundamentals of bayesian credibility theory. Bühlmann-Straub model.
Generalized linear models in reserving. Bonus systems.