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Estimation from zero-failure data

✍ Scribed by T. Bailey

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
209 KB
Volume
22
Category
Article
ISSN
0167-6687

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✦ Synopsis

Subject of this paper is the presentation of a method applicable in practice for determining the rate of withdrawal in a portfolio, depending on the time of premium payment as well as the length of insurance. The method uses the general laws of mortality in order to get an estimation for the rates of withdrawal from the crude rates of withdrawal using portfolio analyses. By a simple multiplication one can get the probabilities form the rate of withdrawal. Details are given especially on the method of approximation and the testing of the computed distribution. An example demonstrates the procedure.

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