Analytic Insurance Rating Techniques

Methods for insurance rating. It helps actuaries to implement GLMs within all relevant steps needed to construct a risk premium from raw data. It provides a data driven strategy for the construction of insurance tariff classes. This strategy is based on the work by Antonio and Valdez (2012) . It also provides recipes on how to easily perform one-way, or univariate, analyses on an insurance portfolio. In addition it adds functionality to include reference categories in the levels of the coefficients in the output of a generalized linear regression analysis.


insurancerating 0.4.1

  • Bug fixes in rating_factors(). The names are now printed correctly in case the names contain punctuation marks.

Reference manual

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