Pitt, David - Search Results - UAB Digital Repository of Documents

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Research literature, 2 records found

Research literature	2 records found

48 p, 377.5 KB

Estimation of parametric and nonparametric models for univariate claim severity distributions : an approach using R / Pitt, David (Macquarie University (Sidney, Austràlia). Department of Applied Finance and Actuarial Studies) ; Guillén, Montserrat (Universitat de Barcelona. Departament d'Econometria) ; Bolancé, Catalina (Universitat de Barcelona. Departament d'Econometria) ; Xarxa de Referència en Economia Aplicada (XREAP)
This paper presents an analysis of motor vehicle insurance claims relating to vehicle damage and to associated medical expenses. We use univariate severity distributions estimated with parametric and non-parametric methods. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2011 (XREAP ; 2011-06)

25 p, 343.8 KB

An Introduction to parametric and non-parametric models for bivariate positive insurance claim severity distributions / Pitt, David (University of Melbourne. Department of Economics) ; Guillén, Montserrat (Universitat de Barcelona. Departament d'Econometria) ; Xarxa de Referència en Economia Aplicada (XREAP)
We present a real data set of claims amounts where costs related to damage are recorded separately from those related to medical expenses. Only claims with positive costs are considered here. Two approaches to density estimation are presented: a classical parametric and a semi-parametric method, based on transformation kernel density estimation. [...]
Xarxa de Referència en Economia Aplicada (XREAP) 2010 (XREAP ; 2010-3)

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