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Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Yang, Lu; Czado, Claudia 
Titel:
Two‐part D‐vine copula models for longitudinal insurance claim data 
Abstract:
In short-term nonlife (e.g., car and homeowner) insurance, policies are renewed yearly. Insurance companies typically keep track of each policyholder’s claims per year, resulting in longitudinal data. Efficient modeling of time dependence in longitudinal claim data will improve the prediction of future claims needed for routine actuarial practice, such as ratemaking. Insurance claim data usually follow a two-part mixed distribution: a probability mass at zero corresponding to no claim and anothe...    »
 
Stichworte:
mixed data, property insurance, stationary 
Dewey Dezimalklassifikation:
510 Mathematik 
Zeitschriftentitel:
Scandinavian Journal of Statistics 
Jahr:
2022 
Jahr / Monat:
2022-01 
Quartal:
1. Quartal 
Monat:
Jan 
Sprache:
en 
Volltext / DOI:
WWW:
Verlag / Institution:
Wiley 
E-ISSN:
0303-68981467-9469 
Hinweise:
published online: 07 January 2022 
Publikationsdatum:
02.02.2022 
Semester:
WS 21-22 
TUM Einrichtung:
Professur für Angewandte Mathematische Statistik 
Format:
Text