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Ceci est la version de TEST de DIAL.mem. Veuillez ne pas soumettre votre mémoire sur ce site mais bien à l'URL suivante: 'https://thesis.dial.uclouvain.be'.
This is the TEST version of DIAL.mem. Please use the following URL to submit your master thesis: 'https://thesis.dial.uclouvain.be'.
 

Credibility and Generalized Linear Mixed Models

Aldana Vergara, Carolina
(2020)

Files

CAROLINAALDANA_70631700_2020.pdf
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  • Adobe PDF
  • 8.71 MB
CAROLINAALDANA_70631700_2020_DATA.bin
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  • 7.73 MB

Details

Supervisors
Denuit, Michel
Faculty
Faculté des sciences
Degree label
Master [120] en sciences actuarielles
Abstract
In this thesis a comparison between Credibility and Generalized Linear Mixed Models with a Compound Poisson Distribution will be presented in the context of a study case. The aim of this study case is to provide a tool that allows insurance companies to compare brokers in a way that it takes into account the correlation structure of their portfolio.