OCTA atlīdzību apjoma modelēšana, lietojot vispārināto lineāro modeli

6533b7d6fe1ef96bd1266a02

RESEARCH PRODUCT

OCTA atlīdzību apjoma modelēšana, lietojot vispārināto lineāro modeli

subject

vispārinātais lineārais modelis Matemātika elastīgo tīklu regularizācija OCTA lasso

description

Darbs veltīts obligātās civiltiesiskās transportlīdzekļu apdrošināšanas (OCTA) atlīdzību modelēšanai. Modeļu klase, ko izvēlēts lietot, ir vispārinātais lineārais modelis (GLM), kas praksē tiek bieži lietots apdrošināšanas atlīdzību modelēšanai. Darbā aprakstīti vispārinātā lineārā modeļa teorijas pamati un modeļa precizitātes novērtēšanas mēri. Aplūkotas dažādas modeļa parametru novērtēšanas un faktoru atlases metodes, no iegūtajiem modeļiem izvēlēts modelis ar labāko pielāgošanas kvalitāti un precīzāko prognozēšanas spēju. Visbiežāk lietotās metodes - iteratīvā mazāko kvadrātu metode parametru novērtēšanai un soļu regresija faktoru atlasei tika salīdzinātas ar lasso un elastīgo tīklu regularizācijas metodēm. Darba praktiskās daļas īstenošanai izveidoti programmu kodi brīvpieejas programmā R 3.3.0.

year	journal	country	edition	language
2017-01-01

https://dspace.lu.lv/dspace/handle/7/37103

PEPhysical Sciences and Engineering
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