Property and Casualty Premiums based on Tweedie Families of Generalized Linear Models
We consider the problem of estimating accurately the pure premium of a property and casualty insurance portfolio when the individual aggregate losses are assumed to follow a compound Poisson distribution with gamma jump sizes. Generalized Linear Models (GLMs) with a Tweedie response distribution ar...
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2011
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| Online Access: | http://spectrum.library.concordia.ca/15172/1/tesis.pdf Quijano Xacur, Oscar Alberto / OAQX <http://spectrum.library.concordia.ca/view/creators/Quijano_Xacur=3AOscar_Alberto_=2F_OAQX=3A=3A.html> (2011) Property and Casualty Premiums based on Tweedie Families of Generalized Linear Models. Masters thesis, Concordia University. |
Internet
http://spectrum.library.concordia.ca/15172/1/tesis.pdfQuijano Xacur, Oscar Alberto / OAQX <http://spectrum.library.concordia.ca/view/creators/Quijano_Xacur=3AOscar_Alberto_=2F_OAQX=3A=3A.html> (2011) Property and Casualty Premiums based on Tweedie Families of Generalized Linear Models. Masters thesis, Concordia University.