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An alternative analytical approach to regression modeling in actuarial statistics

2016
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Advisor: Prof. Dr. Ali İhsan Genç

Abstract (EN)

In this thesis, the exponentiated Fréchet regression was used for modeling positive responses in regression and two parametrizations each of which links the regression parameters with the explanatory variables were poposed. Then maximum likelihood estimation of the parameters both theoretically and empirically was dicussed. Closed form expressions for certain risk measures for the exponentiated Fréchet distribution were obtained. Finally the proposed model to a motorcycle claim size data set was applied.

Author

Fatma Feyza Gündüz

How to Cite

Fatma Feyza Gündüz (Doctorate thesis). An alternative analytical approach to regression modeling in actuarial statistics, 2016, Çukurova University.

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