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Fitting of survival functions for grouped data on insurance policies
Dissertation (PhD (Mathematical Statistics))--University of Pretoria, 2002.
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University of Pretoria
2013
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| _version_ | 1867613637663784960 |
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| access_status_str | Open Access |
| author2 | Crowther, N.A.S. (Nicolaas Andries Sadie), 1944- |
| author_browse | Crowther, N.A.S. (Nicolaas Andries Sadie), 1944- |
| author_facet | Crowther, N.A.S. (Nicolaas Andries Sadie), 1944- |
| collection | Thesis |
| dc_rights_str_mv | © 2002, University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria. |
| description | Dissertation (PhD (Mathematical Statistics))--University of Pretoria, 2002. |
| format | Thesis |
| id | oai:repository.up.ac.za:2263/29891 |
| institution | University of Pretoria (South Africa) |
| last_indexed | 2026-06-10T12:39:18.847Z |
| license_str | Other — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UPSpace — University of Pretoria Institutional Repository |
| publishDate | 2013 |
| publishDateRange | 2013 |
| publishDateSort | 2013 |
| publisher | University of Pretoria |
| publisherStr | University of Pretoria |
| record_format | dspace |
| source_str | UPSpace — University of Pretoria Institutional Repository |
| spelling | oai:repository.up.ac.za:2263/29891 Fitting of survival functions for grouped data on insurance policies Crowther, N.A.S. (Nicolaas Andries Sadie), 1944- upetd@up.ac.za Louw, Elizabeth Magrietha Insurance policies Survival analysis biometry UCTD Dissertation (PhD (Mathematical Statistics))--University of Pretoria, 2002. The aim of the research is the statistical modelling of parametric survival distributions of grouped survival data of long- and shortterm policies in the insurance industry, by means of a method of maximum likelihood estimation subject to constraints. This methodology leads to explicit expressions for the estimates of the parameters, as well as for approximated variances and covariances of the estimates, which gives exact maximum likelihood estimates of the parameters. This makes direct extension to more complex designs feasible. The statistical modelling offers parametric models for survival distributions, in contrast with non-parametric models that are used commonly in the actuarial profession. When the parametric models provide a good fit to data, they tend to give more precise estimates of the quantities of interest such as odds ratios, hazard ratios or median lifetimes. These estimates form the statistical foundation for scientific decisionmaking with respect to actuarial design, maintenance and marketing of insurance policies. Although the methodology in this thesis is developed specifically for the insurance industry, it may be applied in the normal context of research and scientific decision making, that includes for example survival distributions for the medical, biological, engineering, econometric and sociological sciences. Mathematics and Applied Mathematics unrestricted 2013-09-07T17:06:09Z 2005-11-30 2013-09-07T17:06:09Z 2002-01-21 2002 2005-11-28 Dissertation Louw, EM 2002, Fitting of survival functions for grouped data on insurance policies, PhD thesis, University of Pretoria, Pretoria, viewed yymmdd < http://hdl.handle.net/2263/29891 > H593/ag http://hdl.handle.net/2263/29891 http://upetd.up.ac.za/thesis/available/etd-11282005-123928/ © 2002, University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria. application/pdf application/pdf application/pdf application/pdf application/pdf application/pdf application/pdf University of Pretoria |
| spellingShingle | Insurance policies Survival analysis biometry UCTD Fitting of survival functions for grouped data on insurance policies |
| title | Fitting of survival functions for grouped data on insurance policies |
| title_full | Fitting of survival functions for grouped data on insurance policies |
| title_fullStr | Fitting of survival functions for grouped data on insurance policies |
| title_full_unstemmed | Fitting of survival functions for grouped data on insurance policies |
| title_short | Fitting of survival functions for grouped data on insurance policies |
| title_sort | fitting of survival functions for grouped data on insurance policies |
| topic | Insurance policies Survival analysis biometry UCTD |
| url | http://hdl.handle.net/2263/29891 http://upetd.up.ac.za/thesis/available/etd-11282005-123928/ |