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...

Full description

Bibliographic Details
Main Author: Wong, George Chung Ming.
Other Authors: Nanyang Business School
Format: Thesis
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/7787

Similar Items