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...
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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing,
2018.
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| Edition: | 1st ed. 2018. |
| Series: | Springer Actuarial,
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| Subjects: | |
| ISBN: | 9783319928685 |
| ISSN: | 2523-3262 |
| Online Access: |
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Internet
CVTI internet
| Call Number: |
ZE09174 |
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| Copy | On Shelf |