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...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Theses and Dissertations |
| Published: |
2008
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/7787 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Nanyang Technological University |
Be the first to leave a comment!