Mixture Models and Claim Termination Rates for Disability Income Insurance
by David Pitt
Abstract: After an introduction to the disability income insurance product and the data available, this session will cover the use of survival analysis for disability income insurance claim duration modelling. In particular, mixture models based on the Generalised F distribution will be presented. The effect of covariates on both the rate of return to work in the first two years after commencement of claim and in predicting the ultimate probability of return to work will be discussed. Related work involving regression quantiles and flowgraphs will also be briefly described and, if time permits, discussed.
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