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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