What is a Generalized Linear Model? A traditional linear model is of the form where y i is the response variable for the i th observation. The quantity x i is a column vector of covariates, or ...

You construct a generalized linear model by deciding on response and explanatory variables for your data and choosing an appropriate link function and response probability distribution. Some examples ...

Other features include that it can use a Generalized Linear Model to estimate a one-year view of reserve risk, and it offers an updated predictive model for calculating Solvency II and ORSA issues.