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Document type:
Buch 
Author(s):
Scherer, M.; Selch, D. 
Title:
A Multivariate Claim Count Model for Applications in Insurance 
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-)insuranc...    »
 
Bookseries title:
Springer Actuarial 
Publisher:
Springer International Publishing 
Pages:
158 
Year:
2018 
Other Issue::
Print-ISBN:
978-3-319-92867-8 
TUM Institution:
Lehrstuhl für Finanzmathematik