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Comparison of Some Methods to Fit a Multiplicative Tariff Structure to Observed Risk Data
Published online by Cambridge University Press: 29 August 2014
Abstract
Three methods for fitting multiplicative models to observed, cross-classified risk data are compared. They are the method of Bailey–Simon, the method of marginal totals and a maximum likelihood method. The methods are applied to a number of risk data sets and compared with respect to balance and goodness-of-fit.
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- Copyright © International Actuarial Association 1986
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