Genelleştirilmiş Doğrusal Modeller Için Sınırlı Dalgalanmalı Kredibilite Yaklaşımı

Abstract

In this study, Generalized Linear Models (GLM) examined and Credibility Theory which are frequently used in non-life insurance pricing are combined. By GLM explanatory variables, comparison criterias which can be used in analyses of risk classes s credibility are defined. Two-stage application is performed by using one-year claim number data of a special insurance company policies. At first stage, modelling steps are performed one by one for the determination model explanatory variables, paramaters are estimated and by choosing a model according to some criteria, data are modeled by GLM. At second stage, suitability of risk classes set with explanatory variables for actuarial valuation and whether there are any full credibility risk classes or not are analized.