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Document type:
Bachelorarbeit
Author(s):
Sulejmani, Majla
Title:
Generalized linear models with different link functions and application in insurance
Abstract:
This thesis presents a comprehensive exploration of the Fisher Scoring algorithm’s implementation across different link functions within the framework of generalized linear models (GLMs) under the normal distribution assumption. The study includes an evaluation of the performance of various Generalized Linear Models (GLMs) designed with a chosen link function, applicable to insurance data. Data is leveraged from a Swedish motor third-party liability insurance dataset. To check the model’s effect...     »
Supervisor:
Prof. Dr. Aleksey Min
Advisor:
Prof. Dr. Aleksey Min
Year:
2023
University:
Technische Universität München
Commencing Date:
15.05.2023
End of processing:
02.10.2023
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