cccm {cccm}

Crossed Classification Credibility Model.

Description

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)

Author(s)

Muhlis Ozdemir [e-mail] Seda Tugce Altan [e-mail] Meral Ebegil [e-mail]

Examples

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)