Three-level modelling of automobile insurance claim components for Manila data

• Main Authors: Meer, Shermaine Austra C., Monroy, Marhzel B.
• 格式: text
• 出版: Animo Repository 2010
• 在線閱讀: https://animorepository.dlsu.edu.ph/etd_bachelors/10697
• 機構: De La Salle University

This paper uses a three-level model to analyze policyholder claims on automobile insurance data. The three levels are claim frequency, claim type, and claim severity. In the first level, the negative binomial regression models were used to model count data. Using Akaike Information Criterion, Schwar...