Multivariate Claim Count Model for Applications in Insurance
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portes grátis
Multivariate Claim Count Model for Applications in Insurance
Scherer, Matthias; Selch, Daniela Anna
Springer International Publishing AG
09/2018
158
Dura
Inglês
9783319928678
15 a 20 dias
482
Descrição não disponível.
1 Motivation and Model.- 2 Properties of the Model.- 3 Estimation of the Parameters.- 4 Applications and Extensions.- 5 Appendix: Technical Background.- References.- Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
modelling multivariate claim count data;reinsurance contracts pricing;modelling multiple lines of business in a holistic perspective;over-dispersion in claim count data;simultaneous jump arrivals;dynamic modelling approach;modelling dependence in claim count data;multivariate Cox process;simultaneous jump arrivals;multivariate Levy subordinator;quantitative finance
1 Motivation and Model.- 2 Properties of the Model.- 3 Estimation of the Parameters.- 4 Applications and Extensions.- 5 Appendix: Technical Background.- References.- Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
modelling multivariate claim count data;reinsurance contracts pricing;modelling multiple lines of business in a holistic perspective;over-dispersion in claim count data;simultaneous jump arrivals;dynamic modelling approach;modelling dependence in claim count data;multivariate Cox process;simultaneous jump arrivals;multivariate Levy subordinator;quantitative finance
