kaybenleroll / carinsurance_pricing

This repository illustrates some work in using GLMs to price car insurance based on car insurance policy and claim data. It also features some systematic data exploration and the use of MonteCarlo simulation to investigate the effectiveness of the pricing policies we are using.

carinsurance_pricing

This repository illustrates some work in using GLMs to price car insurance based on car insurance policy and claim data. It also features some systematic data exploration and the use of MonteCarlo simulation to investigate the effectiveness of the pricing policies we are using.

The data comes from the CASdatasets package that accompanies the book "Computational Actuarial Science with R" edited by Arthur Charpentier: http://www.crcpress.com/product/isbn/9781466592599

The dataset is too large for CRAN so is available here:

http://cas.uqam.ca/

The four files in this project can be found at the following URLs

10_carinspricing_exploration.html

20_carinspricing_initmodel.html

30_carinspricing_calcprices.html

40_carinspricing_modelcheck.html