Research Article

Actuarial Measures, Regression, and Applications of Exponentiated Fréchet Loss Distribution

Table 12

Regression parameter estimates.

EFLEF
EstimateSE-valueAMEEstimateSE-valueAME

113.08070.00630.0000
1290.29400.02130.00005.25350.04510.0000
35.33002.30850.0000134.01710.00030.0000
−1.55620.02210.0000−1.96280.06130.0000
Vehicle age−0.00840.00130.0000−0.00130.00770.00390.04680.0009
MC class
1−0.05180.03480.1367−0.0080−0.11110.12160.3607−0.0134
2−0.03330.03170.2934−0.00510.15430.10930.15820.0186
3−0.05650.02310.0144−0.0087−0.19340.07760.0127−0.0233
4−0.05160.02680.0541−0.0080−0.10420.09120.2532−0.0125
5−0.03820.02340.1027−0.0059−0.07900.07980.3226−0.0095
70.07700.09360.41090.01190.18130.29390.53730.0218
1171.0681184.263
AIC2364.1362388.525
BIC2413.7162433.598