A Multivariate Claim Count Model for Applications in Insurance / Daniela Anna Selch, Matthias Scherer
| A Multivariate Claim Count Model for Applications in Insurance / Daniela Anna Selch, Matthias Scherer |
| Autore | Selch, Daniela A. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xii, 158 p. : ill. ; 24 cm |
| Altri autori (Persone) | Scherer, Matthias |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
62Pxx - Applications of statistics [MSC 2020] 97M30 - Financial and insurance mathematics (aspects of mathematics education) [MSC 2020] |
| Soggetto non controllato |
Dynamic modelling approach
Modelling dependence in claim count data Modelling multiple lines of business in a holistic perspective Modelling multivariate claim count data Multivariate Cox process Multivariate Lévy subordinator Over-dispersion in claim count data Quantitative Finance Reinsurance contracts pricing Simultaneous jump arrivals |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124512 |
Selch, Daniela A.
|
||
| Cham, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
A Multivariate Claim Count Model for Applications in Insurance / Daniela Anna Selch, Matthias Scherer
| A Multivariate Claim Count Model for Applications in Insurance / Daniela Anna Selch, Matthias Scherer |
| Autore | Selch, Daniela A. |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xii, 158 p. : ill. ; 24 cm |
| Altri autori (Persone) | Scherer, Matthias |
| Soggetto topico |
62Pxx - Applications of statistics [MSC 2020]
91B05 - Risk models (general) [MSC 2020] 97M30 - Financial and insurance mathematics (aspects of mathematics education) [MSC 2020] |
| Soggetto non controllato |
Dynamic modelling approach
Modelling dependence in claim count data Modelling multiple lines of business in a holistic perspective Modelling multivariate claim count data Multivariate Cox process Multivariate Lévy subordinator Over-dispersion in claim count data Quantitative Finance Reinsurance contracts pricing Simultaneous jump arrivals |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124512 |
Selch, Daniela A.
|
||
| Cham, : Springer, 2018 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
A Multivariate Claim Count Model for Applications in Insurance / Daniela Anna Selch, Matthias Scherer
| A Multivariate Claim Count Model for Applications in Insurance / Daniela Anna Selch, Matthias Scherer |
| Autore | Selch, Daniela A. |
| Edizione | [Cham : Springer, 2018] |
| Pubbl/distr/stampa | xii, 158 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Scherer, Matthias |
| Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
62Pxx - Applications of statistics [MSC 2020] 97M30 - Financial and insurance mathematics (aspects of mathematics education) [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0124512 |
Selch, Daniela A.
|
||
| xii, 158 p., : ill. ; 24 cm | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||