Open Access Te Herenga Waka-Victoria University of Wellington
thesis_access.pdf (3.25 MB)

Simulation of Automotive Warranty Data

Download (3.25 MB)
posted on 2021-11-13, 22:34 authored by Anderson, Ronald Boyd

This thesis will investigate the prediction of the number of claims in a two dimensional automotive warranty claim model for the case of minimal repair.The method involved fitting marginal distributions for age of claim and mileage of claim seperately. Next, various copulas were fitted to establish the correlation between age and mileage, and assessed for fit. The Gumbel copula is chosen as optimal. From this Gumbel copula, a simulation of warranty claims is undertaken. The method produced a good fit for claim age but performed less well for claim mileage, due to the asymmetry of the correlation between mileage and age. Further research directions to improve the accuracy and usefulness of this model are suggested.


Copyright Date


Date of Award



Te Herenga Waka—Victoria University of Wellington

Rights License

Author Retains Copyright

Degree Discipline

Statistics and Operations Research

Degree Grantor

Te Herenga Waka—Victoria University of Wellington

Degree Level


Degree Name

Master of Science

ANZSRC Type Of Activity code

970101 Expanding Knowledge in the Mathematical Sciences

Victoria University of Wellington Item Type

Awarded Research Masters Thesis



Victoria University of Wellington School

School of Mathematics, Statistics and Operations Research


Chukova, Stefanka