Estimation of the parameters of generalized linear models in the analysis of actuarial risks

Estimation of the parameters of generalized linear models in the analysis of actuarial risks

Methods of estimating the parameters of generalized linear models for the case of paying insurance premiums to clients are considered. The iterative-recursive weighted least squares method, the Adam optimization algorithm, and the Monte Carlo method for Markov chains were implemented. Insurance indi...

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Bibliographic Details
Main Authors: Roman Panibratov, Petro Bidyuk
Format: Article
Language:Ukrainian
Published: Igor Sikorsky Kyiv Polytechnic Institute 2023-06-01
Series:Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï
Subjects:
actuarial risk
generalized linear models
simulation modeling
exponential family of distributions
iterative-recursive weighted least squares method
adam method
monte carlo method for markov chains
Online Access:http://journal.iasa.kpi.ua/article/view/285518

Internet

http://journal.iasa.kpi.ua/article/view/285518

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