广义线性模型的性质及其在非寿险中的应用

Applications of Generalized Linear models in No-life Insurance and Properties

广义线性模型的误差项服从指数分布族,通常的指数分布族包括正态分布、泊松分布、二项分布、伽玛分布、逆高斯分布等,这些分布模型在非寿险精算中都有广泛的应用。在对上述常见模型特点分析的同时,用实际数据进行了拟合,为精算师在实务工作中提供了些建议。

Error term s of generalized linear models are usually allowed exponential family of distributions, which include normal distribution, Poisson distribution, inverse Gaussian distribution, negative binomial distribution and so on. These distribution models are widely used in non-life insurance. When analyzing the characteristics of these models, the paper integrates them with data and gives some suggestions to actuaries in their practice.