Actuarial Modelling of Claim Counts Risk Classification, Credibility ...

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78 Actuarial Modelling of Claim Counts 5 Individual data 4 Deviance residuals 3 2 1 0 –1 0.00 0.05 0.10 0.15 0.20 0.25 0.30 0.35 Predicted value 1 Grouped data 0 Deviance residuals –1 –2 –3 –4 0 100 200 300 Predicted value Figure 2.8 Deviance residuals against fitted annual claim frequencies for individual data (top panel) and grouped by risk classes (bottom panel), Portfolio A. The significance of the explanatory variables is clearly apparent (even if the Chi-square test statistics are smaller than in the regular Poisson case, and the corresponding p-values larger).
Risk Classification 79 Table 2.3 Results of the robust Poisson regression for the final model, Portfolio A. Variable Level Coeff Std error Wald 95 % conf limit Z Pr > Z Intercept −21975 00487 −22930 −21020 −4510
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Contents Foreword Preface Notation
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Contents vii 2.4 Overdispersion 79
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Contents ix 4.2.3 Trajectory 170 4.
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Contents xi 7.4 Numerical Illustrat
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Part I Modelling Claim Counts Actua
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Credibility Models for Claim Counts
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Part III Advances in Experience Rat
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8 Transient Maximum Accuracy Criter
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Transient Maximum Accuracy Criterio
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Bibliography Albrecht, P. (1983a).
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Bibliography 347 Daengdej, J., Luko
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Bibliography 349 Greenwood, M., & Y
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Bibliography 351 Norberg, R. (1976)
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Bibliography 353 Walhin, J.-F., & P
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