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picture1_The Presence Process Pdf 117028 | 265 Item Download 2022-10-05 21-08-13


picture2_The Presence Process Pdf 117028 | 265 Item Download 2022-10-05 21-08-13 picture3_The Presence Process Pdf 117028 | 265 Item Download 2022-10-05 21-08-13

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File: The Presence Process Pdf 117028 | 265 Item Download 2022-10-05 21-08-13
MODELLING THE CLAIMS PROCESS IN THE PRESENCE OF COVARIATES BY ARTHUR E. RENSHAW Department of Actuarial Science & Statistics The City University, London ABSTRACT An overview of the potential ...

icon picture PDF Filetype PDF | Posted on 05 Oct 2022 | 2 years ago
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...Modelling the claims process in presence of covariates by arthur e renshaw department actuarial science statistics city university london abstract an overview potential generalized linear models as a means salient features rating factors is presented specific attention focused on rich variety distributions which can be implemented this context keywords quasi likelihood extended introduction non life insurance comprises two components claim frequency and serverity product underlying expected rate severity defines pure or risk premium specifically considerable given to probabalistic various aspects single batch often focusing aggregate accruing time period fixed duration typically one year under assumptions imposed mechanisms paper refocused glms comprehensive tool for study section contains brief summary main are interest particular drawn available parameter estimation model fitting techniques based concepts sections focus respectively these discussed relevant published applications ref...
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