Actuarial calculations with frailty models.
The aim of this study is to find out whether heterogeneity in a population is significant enough to recommend the frailty model in pricing life insurance products. To accomplish this aim, the study uses two tests of hypotheses: the Kolmogorov-Smimov test and the Likelihood ratio test. The research a...
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| Format: | Theses and Dissertations |
| Published: |
2008
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| Online Access: | http://hdl.handle.net/10356/7787 |
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| Institution: | Nanyang Technological University |