LEADER 02251nam0 2200469 i 450 001 VAN0124512 005 20230628103529.10 017 70$2N$a9783319928685 100 $a20191018d2018 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aˆA ‰Multivariate Claim Count Model for Applications in Insurance$fDaniela Anna Selch, Matthias Scherer 210 $aCham$cSpringer$d2018 215 $axii, 158 p.$cill.$d24 cm 410 1$1001VAN0124295$12001 $aSpringer Actuarial$1210 $aCham [etc.]$cSpringer 500 1$3VAN0236080$aˆA ‰Multivariate Claim Count Model for Applications in Insurance$91563191 606 $a91B05$xRisk models (general) [MSC 2020]$3VANC019981$2MF 606 $a62Pxx$xApplications of statistics [MSC 2020]$3VANC027777$2MF 606 $a97M30$xFinancial and insurance mathematics (aspects of mathematics education) [MSC 2020]$3VANC031114$2MF 610 $aDynamic modelling approach$9KW:K 610 $aModelling dependence in claim count data$9KW:K 610 $aModelling multiple lines of business in a holistic perspective$9KW:K 610 $aModelling multivariate claim count data$9KW:K 610 $aMultivariate Cox process$9KW:K 610 $aMultivariate Lévy subordinator$9KW:K 610 $aOver-dispersion in claim count data$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aReinsurance contracts pricing$9KW:K 610 $aSimultaneous jump arrivals$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aSelch$bDaniela A.$3VANV095942$0767701 701 1$aScherer$bMatthias$3VANV087380$0732358 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://doi.org/10.1007/978-3-319-92868-5$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0124512 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 0985 $e08eMF985 20191018 996 $aMultivariate Claim Count Model for Applications in Insurance$91563191 997 $aUNICAMPANIA