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Open course index
Faculty of Mathematics and Physics
Department of Probability and Mathematical Statistics
Matematika neživotního pojištění 2 - cvičení
GLM - variable reduction analysis
GLM - variable reduction analysis
Section outline
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GLM - multiplicative tariff structure
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GLM - confidence intervals
GLM - model diagnosis and variable reduction analysis
Select activity Exercises 5
Exercises 5
File
Select activity Exercises 5 - claim severity data
Exercises 5 - claim severity data
File
Select activity Solutions 5 - theory
Solutions 5 - theory
File
Select activity Solutions 5 - R code
Solutions 5 - R code
File
Select activity Solutions 5 - comments to R results
Solutions 5 - comments to R results
File
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GLM - multiplicative tariff structure
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Main course page
Simple tariffication methods
GLM - intro
GLM - parameter estimation
GLM - multiplicative tariff structure
GLM - confidence intervals
Tariffication by GLM - case study
GLM in loss reserving
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GLM - confidence intervals