Abstract
The Cox regression model is a standard tool m survival analysis for studying the dependence of a hazard rate on covariates (parametrically) and time (nonparametrically). This paper is a case study intended to indicate possible applications to non-life insurance, particularly occurrence of claims and rating
Volume
28:1
Page
95-118
Year
1998
Categories
Financial and Statistical Methods
Loss Distributions
Frequency
Business Areas
Automobile
Personal
Financial and Statistical Methods
Statistical Models and Methods
Regression
Actuarial Applications and Methodologies
Reserving
Reporting Lags
Business Areas
Homeowners
Actuarial Applications and Methodologies
Ratemaking
Publications
ASTIN Bulletin
