A Multivariate Claim Count Model for Applications in Insurance

• Κύριοι συγγραφείς: Selch, Daniela Anna (Συγγραφέας, http://id.loc.gov/vocabulary/relators/aut), Scherer, Matthias (http://id.loc.gov/vocabulary/relators/aut)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: Springer Actuarial,
• Θέματα: Probabilities.; Actuarial science.; Statistics .; Economics, Mathematical .; Probability Theory and Stochastic Processes.; Actuarial Sciences.; Statistics for Business, Management, Economics, Finance, Insurance.; Statistical Theory and Methods.; Quantitative Finance.

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...