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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Hlavný autor:	Selch, Daniela Anna (Autor)
Médium:	Elektronický zdroj E-kniha
Jazyk:	English
Vydavateľské údaje:	Cham : Springer International Publishing, 2018.
Vydanie:	1st ed. 2018.
Edícia:	Springer Actuarial,
Predmet:	Probabilities. Actuarial science. Statistics . Economics, Mathematical .
ISBN:	9783319928685
ISSN:	2523-3262
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