Patrizia Gigante
Italy

Author
 
Date: Thursday, March 21

Session: 78

ASTIN


Paper

   Rate making and large claims
 


Presentation

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Summary

In this paper, we deal with the problem of taking account of large claims in rate making procedure.
Both Generalised Linear Models and Extreme Value Theory are applied in order to build a model to evaluate the fair premiums in a tariff system. A numerical application concerning motor insurance is developed.

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Author