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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書目詳細資料
主要作者: Wong, George Chung Ming.
其他作者: Nanyang Business School
格式: Theses and Dissertations
出版: 2008
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在線閱讀:http://hdl.handle.net/10356/7787
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機構: Nanyang Technological University