Since the foundation of GLMs principles, the complexity and abundance of papers is remarkable, many authors and scientists succeeded to highlight, develop or improve the assumptions imposed by the practical application of these models in non-life insurance.
Among the precursors of GLMs approach as the main statistical tool in determining the insurance tariffs is noted Jean Lemaire (1985).
Resorting to these models, he aims to estimate the probability of risk occurrence in auto insurance, to establish the insurance premium and also to measure the effectiveness of the models used to estimate it.
In this area, a significant contribution goes also to Arthur Charpentier and Michel Denuit (2005) who have succeeded to cover, in a modern perspective, all the aspects of insurance mathematics.
Some recent studies have pointed out the contribution of Jong and Zeeler (2008), Kaas and al. (2009), Frees (2010), or Ohlsson and Johansen (2010), who have highlighted the GLMs particularities in non-life insurance risk modeling.