ASM PE8 #18

samedi 4 octobre 2014

You are given some observations for frequency of claims of 4 policyholders with a table:



Policyholder| Year 1| Year 2

A|7|5

B|2|2

C|0|2

D|2|4



Annual claim counts follow Poisson, determine the number of expected claims for policy holder A in year 3 using semiparametric methods.



In the computation of the VHM, the solution subtracts out the epv/n. Please correct me if I'm wrong but I thought for uniform semi-parametric we didn't need to divide by the number of exposures? Also this leads me to another question why is this n equal to 2 in the calculation of the VHM? It seems to me we have 8 exposures (like what's used to calculate the overall mean).



Many thanks in advance!





ASM PE8 #18

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