5 9 Give the functionals T of the empirical distribution function F n that

5 9 give the functionals t of the empirical

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[5 ] 9. Give the functionals T of the empirical distribution function F n that define the sample mean and sample median. In both cases give the function Ψ that defines them as M-estimators and explain if these two estimators are robust or not. Justify your answers either using some measure of robustness and/or graphs. [5 ] 10. Consider fitting a Generalized Linear Model (GLM) to a dataset where there seems to be geo- metric (exponential) inflation trends in the claim values over time. Describe the GLM model components you would chose and explain the differences (advantages and disadvantages) the GLM would have over fitting instead a Hachemeister linear regression credibility model to transformed data values, so as to fit the non-linear inflation. Enjoy your holidays. Wish you a happy New Year! The present document and the contents thereof are the property and copyright of the professor(s) who prepared this exam at Concordia University. No part of the present document may be used for any purpose other than research or teaching purposes at Concordia University. Furthermore, no part of the present document may be sold, reproduced, republished or re-disseminated in any manner or form without the prior written permission of its owner and copyright holder.
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