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 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
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 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|