Recently, Artís, Ayuso, and Guillén (2002, Journal of Risk and Insurance 69:325-340; henceforth AAG) estimate a logit model using claims data. Some of the claims are categorized as "honest" and other ...

We propose a random coefficients nested logit (RCNL) model to compare the tractable nested logit (NL) model with the more complex random coefficients logit (RC) model. After a simulation study, we use ...