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...
محفوظ في:
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| التنسيق: | Theses and Dissertations |
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2008
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| الوصول للمادة أونلاين: | http://hdl.handle.net/10356/7787 |
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sg-ntu-dr.10356-77872024-01-12T10:20:47Z Actuarial calculations with frailty models. Wong, George Chung Ming. Nanyang Business School DRNTU::Business::Finance::Actuarial science 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 arrives at the conclusion that the presence of heterogeneity in a population with respect to a specific risk category is insignificant and there is no need to recommend the frailty model for pricing life insurance products. Master of Business 2008-09-18T07:51:17Z 2008-09-18T07:51:17Z 2000 2000 Thesis http://hdl.handle.net/10356/7787 Nanyang Technological University 125 p. en application/pdf |
| institution |
Nanyang Technological University |
| building |
NTU Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NTU Library |
| collection |
DR-NTU |
| topic |
DRNTU::Business::Finance::Actuarial science |
| spellingShingle |
DRNTU::Business::Finance::Actuarial science Wong, George Chung Ming. Actuarial calculations with frailty models. |
| description |
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 arrives at the conclusion that the presence of heterogeneity in a population with respect to a specific risk category is insignificant and there is no need to recommend the frailty model for pricing life insurance products. |
| author2 |
Nanyang Business School |
| author_facet |
Nanyang Business School Wong, George Chung Ming. |
| format |
Theses and Dissertations |
| author |
Wong, George Chung Ming. |
| author_sort |
Wong, George Chung Ming. |
| title |
Actuarial calculations with frailty models. |
| title_short |
Actuarial calculations with frailty models. |
| title_full |
Actuarial calculations with frailty models. |
| title_fullStr |
Actuarial calculations with frailty models. |
| title_full_unstemmed |
Actuarial calculations with frailty models. |
| title_sort |
actuarial calculations with frailty models. |
| publishDate |
2008 |
| url |
http://hdl.handle.net/10356/7787 |
| _version_ |
1789483067087257600 |