The determination of the premium to which insurance companies offer the policies is one of the most important phases of the insurance process, because the correct definition of premium allows the companies to meet the commitments taken with its policyholders and to guarantee an adequate remuneration of capital. The first step is to estimate the fair premium, i.e. the expected value of the total random compensation paid by the insurance company during the insured period, through the Generalized Linear Models. Once this initial premium is found, it is necessary to find the pure premium, adding a security load that guarantees a profit to the company.