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Dokumenttyp:
Bachelorarbeit 
Autor(en):
Dietz, David 
Titel:
Generalized Linear Models for Non-Life Insurance 
Abstract:
The goal of this thesis is to give an introduction to generalized linear models in non-life insurance. The components of generalized linear models are shown in a general way and then applied to the example of the Poisson claims frequency model. In particular, the maximum likelihood estimator for the Poisson model is derived. It is shown that the maximum likelihood estimator for canonical link functions yields a unique maximum. Three ways to evaluate the goodness-of-fit of a generalized linea...    »
 
Aufgabensteller:
PD Dr. Aleksey Min 
Betreuer:
PD Dr. Aleksey Min 
Jahr:
2021 
Hochschule / Universität:
Technische Universität München 
Fakultät:
Fakultät für Mathematik 
TUM Einrichtung:
Lehrstuhl für Finanzmathematik 
Bearbeitungsbeginn:
01.05.2021