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Dokumenttyp:
Zeitschriftenaufsatz 
Autor(en):
Gschlößl, S. and Czado, C. 
Titel:
Spatial modelling of claim frequency and claim size in non-life insurance 
Abstract:
In this paper models for claim frequency and average claim size in non-life insurance are considered. Both covariates and spatial random effects are included allowing the modelling of a spatial dependency pattern. We assume a Poisson model for the number of claims, while claim size is modelled using a Gamma distribution. However, in contrast to the usual compound Poisson model, we allow for dependencies between claim size and claim frequency. A fully Bayesian approach is followed, parameters...    »
 
Stichworte:
compound Poisson model, non-life insurance, proper scoring rules, spatial regression models, Bayesian inference 
Zeitschriftentitel:
Scandinavian Actuarial Journal 
Jahr:
2007 
Band / Volume:
107 
Seitenangaben Beitrag:
202-225 
Reviewed:
ja 
Sprache:
en 
Semester:
SS 07 
Format:
Text