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MTPL1 - Construct a simple severity model based on each claim size #11

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kaybenleroll opened this issue Aug 11, 2020 · 0 comments
Open

MTPL1 - Construct a simple severity model based on each claim size #11

kaybenleroll opened this issue Aug 11, 2020 · 0 comments
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modelling Modelling work
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Initial Models

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We want to construct a simple regression model for the severity of the insurance data - probably based on both lognormal and Gamma distributions.

While we will start with a simple distributional fit, we will seek to move on to having predictor variables quickly.
@kaybenleroll kaybenleroll added this to the Initial Models milestone Aug 11, 2020
@kaybenleroll kaybenleroll self-assigned this Aug 11, 2020
@kaybenleroll kaybenleroll added the modelling Modelling work label Aug 11, 2020
@kaybenleroll kaybenleroll changed the title Construct a simple severity model based on each claim size MTPL1 - Construct a simple severity model based on each claim size Dec 17, 2020
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