The Sample Size Needed for the Calculation of a GLM Tariff

A simple upper bound for the variance of the frequency estimates in a multivariate tariff using class criteria is deduced. This upper bound is based exclusively on univariate statistics and can, therefore, be calculated before a GLM analysis is carried out. It can be used to estimate the number of claims that will be needed for a tariff calculation depending on the number of tariff criteria and the number of levels of each criterion. The article is a revised version of a paper presented at the XXXIst ASTIN Colloquium in Porto Cerv

The sample size needed for the calculation of a GLM tariff

Abstract A simple upper bound for the variance of the frequency estimates in a multivariate tariff using class criteria is deduced. This upper bound is based exclusively on univariate statistics and can therefore be calculated before a GLM analysis is carried out. It can be used to estimate the number of claims that will be needed for a tariff calculation depending on the number of tariff criteria and the number of levels of each criterion

Instances and connectors : issues for a second generation process language

This work is supported by UK EPSRC grants GR/L34433 and GR/L32699Over the past decade a variety of process languages have been defined, used and evaluated. It is now possible to consider second generation languages based on this experience. Rather than develop a second generation wish list this position paper explores two issues: instances and connectors. Instances relate to the relationship between a process model as a description and the, possibly multiple, enacting instances which are created from it. Connectors refers to the issue of concurrency control and achieving a higher level of abstraction in how parts of a model interact. We believe that these issues are key to developing systems which can effectively support business processes, and that they have not received sufficient attention within the process modelling community. Through exploring these issues we also illustrate our approach to designing a second generation process language.Postprin