Pure Premium Modeling Using Generalized Linear Models

2016 ◽  
pp. 1-38
Author(s):  
Ernesto Schirmacher
Keyword(s):  
Generalized Linear Models ◽  
Linear Models ◽  
Pure Premium

scholarly journals Penghitungan Premi Asuransi Kendaraan Bermotor Menggunakan Generalized Linear Models dengan Distribusi Tweedie

2021 ◽  
Vol 3 (2) ◽  
pp. 115-127
Author(s):  
Tri Andika Julia Putra ◽  
Donny Citra Lesmana ◽  
I Gusti Putu Purnaba
Keyword(s):  
Generalized Linear Models ◽  
Exponential Family ◽  
Linear Models ◽  
Insurance Company ◽  
Number Of Children ◽  
Multiple Data ◽  
Pure Premium ◽  
Premium Price ◽  
Tweedie Distribution ◽  
The Cost

ABSTRAKSeorang aktuaris mempunyai tugas penting dalam menentukan harga premi yang sesuai untuk setiap nasabah dengan risiko dan karakteristik yang berbeda. Banyak variabel yang dapat mempengaruhi harga premi. Oleh karena itu, aktuaris harus mengetahui variabel-variabel yang berpengaruh signifikan terhadap premi. Tujuan dari penelitian ini adalah untuk menentukan variabel yang dapat mempengaruhi besaran premi murni menggunakan distribusi campuran dalam menentukan besarnya premi melalui Generalized Linear Models (GLM) serta menentukan model harga premi yang sesuai berdasarkan variabel-variabel yang mempengaruhinya. Salah satu analisis statistik yang dapat digunakan untuk memodelkan premi asuransi adalah Generalized Linear Models. GLM merupakan perluasan dari model regresi klasik yang dapat mengakomodasi fleksibilitas untuk menggunakan beberapa distribusi data tetapi terbatas pada distribusi keluarga eksponensial. Dalam model GLM, premi diperoleh dengan mengalikan nilai ekspektasi bersyarat dari frekuensi klaim dan biaya klaim. Berdasarkan penelitian yang telah dilakukan diketahui bahwa frekuensi klaim dan besarnya klaim mengikuti distribusi Tweedie. Dari kedua model tersebut diketahui bahwa variabel yang mempengaruhi premi murni adalah jumlah anak, pendapatan per bulan, status pernikahan, pendidikan, pekerjaan, penggunaan kendaraan, besarnya bluebook yang dibayarkan, dan jenis kendaraan nasabah. Hal ini menunjukkan bahwa model GLM merupakan model yang representatif dan berguna bagi perusahaan asuransi. ABSTRACTIt is an important task for an actuary in determining the appropriate premium price for each customer with different risks and characteristics. Many variables can affect the premium price. Therefore, actuaries must determine the variables that significantly affect the premium. The purpose of this study is to determine the variables that can affect the amount of pure premium using a mixed distribution in determining the amount of premium through Generalized Linear Models (GLM) and determine the appropriate premium price model based on the variables that influence it. One of the statistical analyzes that can be used to model insurance premiums is the Generalized Linear Models. GLM is an extension of the classic regression model that can accommodate the flexibility of its users to use multiple data distributions but is limited to the exponential family distribution. In the GLM model, the premium is obtained by multiplying the conditional expected value of the frequency of claims and the cost of claims. Based on the research that has been done, it is known that the frequency of claims and the size of claims follow the Tweedie distribution. From the two models, it is known that the variables affecting the pure premium are the number of children, monthly income, marital status, education, occupation, vehicle use, the number of bluebooks paid, and the type of vehicle from the customer. This shows that the GLM model is a representative and useful model for the insurance company business.

Effect of Different Dentifrices, Bleaching with 35% Hydrogen Peroxide, and Red Wine on Surface Color and Roughness of Bovine Enamel

2020 ◽  
Vol 02 ◽  
Author(s):  
RM Garcia ◽  
WF Vieira-Junior ◽  
JD Theobaldo ◽  
NIP Pini ◽  
GM Ambrosano ◽  
...  
Keyword(s):  
Hydrogen Peroxide ◽  
Generalized Linear Models ◽  
Repeated Measures ◽  
Red Wine ◽  
Linear Models ◽  
Artificial Saliva ◽  
Surface Color ◽  
Dental Bleaching ◽  
Surface Alteration ◽  
Bovine Enamel

Objective: To evaluate color and roughness of bovine enamel exposed to dentifrices, dental bleaching with 35% hydrogen peroxide (HP), and erosion/staining by red wine. Methods: Bovine enamel blocks were exposed to: artificial saliva (control), Oral-B Pro-Health (stannous fluoride with sodium fluoride, SF), Sensodyne Repair & Protect (bioactive glass, BG), Colgate Pro-Relief (arginine and calcium carbonate, AR), or Chitodent (chitosan, CHI). After toothpaste exposure, half (n=12) of the samples were bleached (35% HP), and the other half were not (n=12). The color (CIE L*a* b*, ΔE), surface roughness (Ra), and scanning electron microscopy were evaluated. Color and roughness were assessed at baseline, post-dentifrice and/or -dental bleaching, and after red wine. The data were subjected to analysis of variance (ANOVA) (ΔE) for repeated measures (Ra), followed by Tukey ́s test. The L*, a*, and b* values were analyzed by generalized linear models (a=0.05). Results: The HP promoted an increase in Ra values; however, the SF, BG, and AR did not enable this alteration. After red wine, all groups apart from SF (unbleached) showed increases in Ra values; SF and AR promoted decreases in L* values; AR demonstrated higher ΔE values, differing from the control; and CHI decreased the L* variation in the unbleached group. Conclusion: Dentifrices did not interfere with bleaching efficacy of 35% HP. However, dentifrices acted as a preventive agent against surface alteration from dental bleaching (BG, SF, and AR) or red wine (SF). Dentifrices can decrease (CHI) or increase (AR and SF) staining by red wine.

Economic burden of readmission due to postoperative cerebrospinal fluid leak in Chinese patients

2020 ◽  
Vol 9 (16) ◽  
pp. 1105-1115
Author(s):  
Shuqing Wu ◽  
Xin Cui ◽  
Shaoyu Zhang ◽  
Wenqi Tian ◽  
Jiazhen Liu ◽  
...  
Keyword(s):  
Cerebrospinal Fluid ◽  
Generalized Linear Models ◽  
Economic Burden ◽  
Linear Models ◽  
Chinese Patients ◽  
Cerebrospinal Fluid Leakage ◽  
Index Hospitalization ◽  
Real World Data ◽  
Factors Associated ◽  
Hospitalization Cost

Aim: This real-world data study investigated the economic burden and associated factors of readmissions for cerebrospinal fluid leakage (CSFL) post-cranial, transsphenoidal, or spinal index surgeries. Methods: Costs of CSFL readmissions and index hospitalizations during 2014–2018 were collected. Readmission cost was measured as absolute cost and as percentage of index hospitalization cost. Factors associated with readmission cost were explored using generalized linear models. Results: Readmission cost averaged US$2407–6106, 35–94% of index hospitalization cost. Pharmacy costs were the leading contributor. Generalized linear models showed transsphenoidal index surgery and surgical treatment for CSFL were associated with higher readmission costs. Conclusion: CSFL readmissions are a significant economic burden in China. Factors associated with higher readmission cost should be monitored.

Determination of Enzyme or Binding Constants Using Generalized Linear Models, with Particular Reference to Michaelis–Menten Models

1989 ◽  
Vol 78 (5) ◽  
pp. 413-416
Author(s):  
Gerald Van Belle ◽  
Sue Leurgans ◽  
Pat Friel ◽  
Sunwei Guo ◽  
Mark Yerby
Keyword(s):  
Generalized Linear Models ◽  
Linear Models ◽  
Binding Constants

scholarly journals Testing for treatment effect in covariate-adaptive randomized trials with generalized linear models and omitted covariates

2021 ◽  
pp. 096228022110082
Author(s):  
Yang Li ◽  
Wei Ma ◽  
Yichen Qin ◽  
Feifang Hu
Keyword(s):  
Generalized Linear Models ◽  
Treatment Effect ◽  
Linear Models ◽  
Type I Error ◽  
Type I ◽  
Test Statistic ◽  
Asymptotic Results ◽  
Adaptive Randomization ◽  
Adjustment Method ◽  
Inflated Type

Concerns have been expressed over the validity of statistical inference under covariate-adaptive randomization despite the extensive use in clinical trials. In the literature, the inferential properties under covariate-adaptive randomization have been mainly studied for continuous responses; in particular, it is well known that the usual two-sample t-test for treatment effect is typically conservative. This phenomenon of invalid tests has also been found for generalized linear models without adjusting for the covariates and are sometimes more worrisome due to inflated Type I error. The purpose of this study is to examine the unadjusted test for treatment effect under generalized linear models and covariate-adaptive randomization. For a large class of covariate-adaptive randomization methods, we obtain the asymptotic distribution of the test statistic under the null hypothesis and derive the conditions under which the test is conservative, valid, or anti-conservative. Several commonly used generalized linear models, such as logistic regression and Poisson regression, are discussed in detail. An adjustment method is also proposed to achieve a valid size based on the asymptotic results. Numerical studies confirm the theoretical findings and demonstrate the effectiveness of the proposed adjustment method.

scholarly journals The Relationships Between Serum DHEA-S and AMH Levels in Infertile Women: A Retrospective Cross-Sectional Study

2021 ◽  
Vol 10 (6) ◽  
pp. 1211
Author(s):  
Li-Te Lin ◽  
Kuan-Hao Tsui
Keyword(s):  
Generalized Linear Models ◽  
Large Scale ◽  
Linear Models ◽  
Positive Association ◽  
Cross Sectional Study ◽  
Dehydroepiandrosterone Sulphate ◽  
Sectional Study ◽  
Cross Sectional ◽  
Infertile Women ◽  
The Relationship

The relationship between serum dehydroepiandrosterone sulphate (DHEA-S) and anti-Mullerian hormone (AMH) levels has not been fully established. Therefore, we performed a large-scale cross-sectional study to investigate the association between serum DHEA-S and AMH levels. The study included a total of 2155 infertile women aged 20 to 46 years who were divided into four quartile groups (Q1 to Q4) based on serum DHEA-S levels. We found that there was a weak positive association between serum DHEA-S and AMH levels in infertile women (r = 0.190, p < 0.001). After adjusting for potential confounders, serum DHEA-S levels positively correlated with serum AMH levels in infertile women (β = 0.103, p < 0.001). Infertile women in the highest DHEA-S quartile category (Q4) showed significantly higher serum AMH levels (p < 0.001) compared with women in the lowest DHEA-S quartile category (Q1). The serum AMH levels significantly increased across increasing DHEA-S quartile categories in infertile women (p = 0.014) using generalized linear models after adjustment for potential confounders. Our data show that serum DHEA-S levels are positively associated with serum AMH levels.

scholarly journals Relationship between Cycling Infrastructure and Transportation Cycling in a Small Urban Area

2021 ◽  
Vol 1 (1) ◽  
pp. 99-112
Author(s):  
Richard Larouche ◽  
Nimesh Patel ◽  
Jennifer L. Copeland
Keyword(s):  
Generalized Linear Models ◽  
Qualitative Data ◽  
Linear Models ◽  
The Other ◽  
Small City ◽  
The Road ◽  
The Past ◽  
Low Prevalence ◽  
The Relationship

The role of infrastructure in encouraging transportation cycling in smaller cities with a low prevalence of cycling remains unclear. To investigate the relationship between the presence of infrastructure and transportation cycling in a small city (Lethbridge, AB, Canada), we interviewed 246 adults along a recently-constructed bicycle boulevard and two comparison streets with no recent changes in cycling infrastructure. One comparison street had a separate multi-use path and the other had no cycling infrastructure. Questions addressed time spent cycling in the past week and 2 years prior and potential socio-demographic and psychosocial correlates of cycling, including safety concerns. Finally, we asked participants what could be done to make cycling safer and more attractive. We examined predictors of cycling using gender-stratified generalized linear models. Women interviewed along the street with a separate path reported cycling more than women on the other streets. A more favorable attitude towards cycling and greater habit strength were associated with more cycling in both men and women. Qualitative data revealed generally positive views about the bicycle boulevard, a need for education about sharing the road and for better cycling infrastructure in general. Our results suggest that, even in smaller cities, cycling infrastructure may encourage cycling, especially among women.

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