Dependent Random Effect in Car Insurance Classification

摘要：

Most literatures assume that the random effects for any cells in the prior classification are independent and identical distributed (iid). In this paper, we generalize this assumption, the random effects for different cells are considered as non iid.

关键词： bonus malus system random effect dependent

作者: LI Junhai CHANG Shasha ZHAO Zhenying

作者单位: Department of Mathematics, Henan University of Technology, Zhengzhou, P.R.China, 450001

会议类型: 国际会议

会议名称: The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

会议地点: 威海

会议语种:英文

页码: 447-453

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）