Parametric multiple regression risk models: Theory and statistical analysis |
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| Authors: | Peter Albrecht |
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| Affiliation: | Institut für Versicherungswissenschaft, Universität Mannheim, D-6800 Mannheim, Schloss, Germany |
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| Abstract: | Parametric multiple regression models for the claim number and the claim amount of an individual risk are introduced allowing explanatory variables to influence the mean claim number (amount). A model for an entire portfolio of risks is established on this basis. Then an extensive and in many cases efficient statistical analysis of this model is presented. |
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| Keywords: | Parametric multiple regression models Exponential families Maximum likelihood estimation Likelihood ratio testing Selection procedures |
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