Some articles found in Actuarial journal, on ratemarking,
- Predictive Modeling—You Mean Actuarial Wizardry?, by Shane Barnes, http://casact.org/newsletter/…
- Predictive Modeling of Multi-Peril Homeowners Insurance by Edward Frees, Glenn Meyers and David Cummings, http://variancejournal.org/issues/… see also Predictive Modeling of Multi-Peril Homewoners Insurance
- Predictive Modeling by Serhat Guven, http://casact.org/newsletter/…
- “Goodness of Fit” vs. “Goodness of Lift”, by Glenn Meyers and David Cummings, http://casact.org/newsletter/…
-
Pure Premium Regression with the Tweedie Model, by Glenn Meyers, http://casact.org/newsletter/…
- Beyond GLMs by Glenn Meyers, http://casact.org/newsletter/…
- Point Estimates by Glenn Meyers, http://casact.org/newsletter/…
- The Value of Lift by Glenn Meyers, http://www.casact.org/newsletter/…
- The R Programming Language—My “Go To” Computational Software by Glenn Meyers, http://casact.org/newsletter/…
- A Question of Balance by Ralph Blanchard (“An actuary then must be a mathematician, but a mere mathematician will be a very incompetent actuary.” Arthur Bailey, 18811) http://casact.org/newsletter/….
- Distinguishing the Forest from the TREES: A Comparison of Tree-Based Data Mining Methods, by Richard Derrig and Louise Francis, http://variancejournal.org/issues/…
and in the CAS forums, and Astin conference papers
- More Flexible GLMs: Zero-Inflated Models and Hybrid Models by Mathew Flynn and Louise Francis
- A Systematic Relationship Between Minimum Bias and Generalized Linear Models, by Stephen Mildenhal
- Bridging Minimum Bias and Maximum Likelihood Methods Through Weighted Equation, by Ismail Noriszura Jemain and Abdul Aziz
- Applications of the Offset in Property-Casualty Predictive Modeling by Jun Yan, James Guszcza, Matthew Flynn and Cheng-Sheng Peter Wu
- Generalized Linear Mixed Models for Ratemaking: A Means of Introducing Credibility into a Generalized Linear Model Setting by Fred Klinker
- GLM Basic Modeling: Avoiding Common Pitfalls by Geoff Werner and Serhat Guven
- Multi-Year Policy Pricing by Benjamin Newton
- Assessing Individual Unexplained Variation in Non-Life Insurance by Ola Hossjer, Bengt Eriksson,, Kajsa Jarnmalm and Esbjorn Oholsson
- Applications of the Offset in Property-Casualty Predictive Modeling, by Jun Guszcza Jan, James Flynn, Matthew Wu, and Peter Cheng-Sheng
- A Primer on the Exponential Family of Distributions by David Clark and Charles Thayer
- An Economic Model of Workmen’s Compensation, by Jan Lommele and Robert Sturgis
- Something Old, Something New in Classification Ratemaking With a Novel Use of GLMs for Credit Insurance by Keith Holler, David Sommer and Geoff Trahair
OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (February 21, 2013). Further readings on GLMs and ratemaking. Freakonometrics. Retrieved October 8, 2024 from https://doi.org/10.58079/oup8