thesis_access.pdf (3.25 MB)
Download fileSimulation of Automotive Warranty Data
thesis
posted on 2021-11-13, 22:34 authored by Anderson, Ronald BoydThis 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.
History
Copyright Date
2013-01-01Date of Award
2013-01-01Publisher
Te Herenga Waka—Victoria University of WellingtonRights License
Author Retains CopyrightDegree Discipline
Statistics and Operations ResearchDegree Grantor
Te Herenga Waka—Victoria University of WellingtonDegree Level
MastersDegree Name
Master of ScienceANZSRC Type Of Activity code
970101 Expanding Knowledge in the Mathematical SciencesVictoria University of Wellington Item Type
Awarded Research Masters ThesisLanguage
en_NZVictoria University of Wellington School
School of Mathematics, Statistics and Operations ResearchAdvisors
Chukova, StefankaUsage metrics
Categories
Keywords
WarrantyAnalysisForecastingSchool: School of Mathematics, Statistics and Operations Research010499 Statistics not elsewhere classified970101 Expanding Knowledge in the Mathematical SciencesDegree Discipline: Statistics and Operations ResearchDegree Level: MastersDegree Name: Master of ScienceStatistics not elsewhere classified