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Household's Life Insurance Demand - a Multivariate Two Part Model
150,000 NAR 0.66 60.25 202.5 900 45,000 CASHEQV 0 3 17 98 32,628 FUND 0 0 0 20 57,500 STOCK 0 0 0 50 200 ... 39.5 47.5 54.5 64 EDUCATION1 1 12 16 17 17 EDUCATION2 0 12 15 16 17 *All the monetary variables are in ...- Authors: Edward Frees, Yunjie Sun
- Date: Jul 2009
- Competency: External Forces & Industry Knowledge
- Topics: Life Insurance; Modeling & Statistical Methods
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A Multilevel Analysis of Intercompany Claim Counts
the prior accident record. NCD = 0 83% NCD > 0 17% SwitchPol 1 if vehicle changes fleet 55% 0 if ... 4,048 2 551 342 577 641 641 3 86 16 86 68 68 4 17 1 13 5 5 ≥ 5 0 2 0 0 Mean 0.142 0.142 0.142 0.142 ...- Authors: Edward Frees, Emiliano Valdez, Katrien Antonio
- Date: May 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods
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Understanding Relationships Using Copulas
frailty y . That is. Pr ob(T, >t ...... T, > t,17) = Pr ob(T, > t,ly).-. Pr ob(T, > t,ly ) = S, ( ... marginals. Marshall and Olkin (1988) showed that 17 F. , .x ...... xp)=E( . , (x , ) .. . . { ...- Authors: Edward Frees, Emiliano Valdez
- Date: Jan 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods
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Semiparametric Estimation of Warranty Costs
Semiparametric Estimation of Warranty Costs In a product warranty, the renewal function is the expected ... IVE DATA 1 2 3 4 $ 6 7 I 9 tO I1 12 13 14 15 16 17 1| 19 20 4 0 ~ 10 2:2 28 30 22 SO 20 41 10 0 l ...- Authors: Edward Frees
- Date: Jan 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods