The forecasting of claims is central to the successful operation of an insurance company. Based on six years of claim and policy data for full cover car insurance from a major New Zealand insurance company, we set premiums for rating categories using a simple credibility method, a modified credibility method, exponential smoothing and linear regression, then compare these predictions with the actual outcomes.
|Qualification||Doctor of Philosophy|
|Place of Publication||Wellington|
|Publication status||Published - 1998|