کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5077426 | 1374129 | 2010 | 14 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Detecting fuzzy relationships in regression models: The case of insurer solvency surveillance in Germany
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Detecting fuzzy relationships in regression models: The case of insurer solvency surveillance in Germany Detecting fuzzy relationships in regression models: The case of insurer solvency surveillance in Germany](/preview/png/5077426.png)
چکیده انگلیسی
We develop a test for the fuzziness of regression coefficients based on the Tanaka et al. (1982) and He et al. (2007) possibilistic fuzzy regression models. We interpret the spread of the regression coefficients as a statistic measuring the fuzziness of the relationship between the corresponding independent variable and the dependent variable. We derive test distributions based on the null hypothesis that such spreads could have been obtained by estimating a possibilistic regression with data generated by a classical regression model with random errors. As an example, we show how our test detects a fuzzy regression coefficient in a solvency prediction model for German property-liability insurance companies.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 46, Issue 3, June 2010, Pages 554-567
Journal: Insurance: Mathematics and Economics - Volume 46, Issue 3, June 2010, Pages 554-567
نویسندگان
Thomas R. Berry-Stölzle, Marie-Claire Koissi, Arnold F. Shapiro,