In this thesis we focus on the
exible regression modelling with several
applications to the insurance eld. We give our contribution to the
exible
regression modelling by the introduction and validation of some new models.
As our aim was to give a contribution useful from the point of view of an
insurance company, we did not focus only on theoretical aspects, but we also
took care of practical ones.
We rst introduce the class of
exible regression models, highlighting
strengths and drawbacks arising in their practical use, with the aim of pro-
vide the tools necessary to the sequent steps.
We then introduced GeDS model, a non-parametric approach that is
based on a geometrical interpretation of the placement of the knots of a
polynomial spline. We show that this model, in some cases, is able to out-
perform other
exible models.
Some properties of the estimates obtained via GeDS regression are then
studied, by setting the framework to obtain asymptotically correct con -
dence intervals and a consistent version of the likelihood ratio test.
Some e orts were also spent in order implement in statistical software
this regression model. Hence we explain the features of the software devel-
oped.
In this thesis we present also an application of
exible regression models
in non-life ratemaking. We developed some models that can be applied in
this framework, returning estimates as accurate as possible, but, at the same
time, simple and understandable. We introduce some models that combine
together other more simple ones and we show their performances through
simulation studies based rst on a theoretical example and then on a more
realistic one. We found that they perform better than other models adopted
in common practice. Simulation studies are applied also for this purpose
