A Multivariate Claim Count Model for Applications in Insurance

• Main Authors: Selch, Daniela Anna (Author, http://id.loc.gov/vocabulary/relators/aut), Scherer, Matthias (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Series: Springer Actuarial,
• Subjects: 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...

Table of Contents:

• 1 Motivation and Model
• 2 Properties of the Model
• 3 Estimation of the Parameters
• 4 Applications and Extensions
• 5 Appendix: Technical Background
• References
• Index.