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Document type:
Bachelorarbeit
Author(s):
Dietz, David
Title:
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...     »
Supervisor:
PD Dr. Aleksey Min
Advisor:
PD Dr. Aleksey Min
Year:
2021
University:
Technische Universität München
Faculty:
Fakultät für Mathematik
TUM Institution:
Lehrstuhl für Finanzmathematik
Commencing Date:
01.05.2021
 BibTeX