cccm | R Documentation |
Estimation of premium credibility for Crossed Classification Credibility Model. In this model an insurance portfolio is subdivided by two qualitative risk factors, modeled in symmetrical way. Especially this model presents an alternative way when data is not classifiable in a hierarchical manner and to determine main effects of both risk factors. Also this model more useful to calculate co-effect both risk factors. Dannenburg et al., (1995, ISBN:90-802117-3-7)
Muhlis Ozdemir muhlisozdemir@gazi.edu.tr Seda Tugce Altan stugce.altan@gazi.edu.tr Meral Ebegil mdemirel@gazi.edu.tr
raw_data <- debt categorical_columns = c(1,2) weights_column = 3 debt_column = 4 calculate_generalMean(raw_data, categorical_columns, weights_column, debt_column) calculate_variance_and_std(raw_data, categorical_columns, weights_column, debt_column) calculate_group_averages_matrix(raw_data, categorical_columns, weights_column, debt_column) calculate_weights_of_obs_matrix(raw_data, categorical_columns, weights_column, debt_column) calculate_varianceComponents(raw_data, categorical_columns, weights_column, debt_column) estimate_credibility(raw_data, categorical_columns, weights_column, debt_column)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.