Cargando…
A multivariate claim count model for applications in insurance
This monograph presents a time-dynamic model for multivariate claim counts in actuarial applications. Inspired by real-world claim arrivals, the model balances interesting stylized facts (such as dependence across the components, over-dispersion and the clustering of claims) with a high level of mat...
| Autores principales: | , |
|---|---|
| Lenguaje: | eng |
| Publicado: |
Springer
2018
|
| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-92868-5 http://cds.cern.ch/record/2638882 |