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:
The four files in this project can be found at the following URLs
10_carinspricing_exploration.html
20_carinspricing_initmodel.html