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Joint modelling for actuarial graduation and duplicate policies

Published online by Cambridge University Press:  20 April 2012

A. E. Renshaw
A. E. Renshaw
Affiliation:
The City University, London
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Abstract

In this paper it is demonstrated how recently developed statistical techniques designed to facilitate the joint modelling of the mean and dispersion are well suited to model the presence of duplicate policies in graduation.

Keywords

GraduationDuplicate PoliciesModelsLife Tables
Type
Research Article
Information
Journal of the Institute of Actuaries , Volume 119 , Issue 1 , 1992 , pp. 69 - 85
Copyright
Copyright © Institute and Faculty of Actuaries 1992

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References

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