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Titel:

A Multivariate Claim Count Model for Applications in Insurance

Dokumenttyp:
Buch
Autor(en):
Scherer, M.; Selch, D.
Nicht-TUM Koautoren:
nein
Kooperation:
-
Abstract:
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 mathematical tractability (including estimation, sampling and convergence results for large portfolios) and can thus be applied in various contexts (such as risk management and pricing of (re-)insurance...     »
Serientitel/Schriftenreihe:
Springer Actuarial
Verlag / Institution:
Springer International Publishing
Seiten/Umfang:
158
Jahr:
2018
Intellectual Contribution:
Discipline-based Research
Andere Ausgaben:
0
Print-ISBN:
978-3-319-92867-8
WWW:
https://www.springer.com/gb/book/9783319928678
Hinweise:
10.1007/978-3-319-92868-5
Copyright Informationen:
Springer Nature Switzerland AG
TUM Einrichtung:
Lehrstuhl für Finanzmathematik
DOI:
doi: 10.1007/978-3-319-92868-5
Peer reviewed:
Ja
commissioned:
not commissioned
Interdisziplinarität:
Nein
Technology:
Nein
Ethics und Sustainability:
Nein
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