دورية أكاديمية
Estimation of the parameters of generalized linear models in the analysis of actuarial risks
| العنوان: | Estimation of the parameters of generalized linear models in the analysis of actuarial risks |
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| المؤلفون: | Roman Panibratov, Petro Bidyuk |
| المصدر: | Sistemnì Doslìdženâ ta Informacìjnì Tehnologìï, Iss 2, Pp 139-148 (2023) |
| بيانات النشر: | Igor Sikorsky Kyiv Polytechnic Institute, 2023. |
| سنة النشر: | 2023 |
| المجموعة: | LCC:Electronic computers. Computer science |
| مصطلحات موضوعية: | 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, Electronic computers. Computer science, QA75.5-76.95 |
| الوصف: | 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 indicators and the target variable were randomly generated due to the problem of public access to insurance data. For the latter, the normal and exponential law of distribution and the Pareto distribution with the corresponding link functions were used. Based on the quality metrics of model learning, conclusions were made regarding their construction quality. |
| نوع الوثيقة: | article |
| وصف الملف: | electronic resource |
| اللغة: | Ukrainian |
| تدمد: | 1681-6048 2308-8893 |
| Relation: | http://journal.iasa.kpi.ua/article/view/285518; https://doaj.org/toc/1681-6048; https://doaj.org/toc/2308-8893 |
| DOI: | 10.20535/SRIT.2308-8893.2023.2.10 |
| URL الوصول: | https://doaj.org/article/c3f4a86a960c46439dd7d7718b6a5071 |
| رقم الأكسشن: | edsdoj.3f4a86a960c46439dd7d7718b6a5071 |
| قاعدة البيانات: | Directory of Open Access Journals |
Full Text Finder | تدمد: | 16816048 23088893 |
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| DOI: | 10.20535/SRIT.2308-8893.2023.2.10 |