A Multivariate Claim Count Model for Applications in Insurance is popular PDF and ePub book, written by Daniela Anna Selch in 2018-08-31, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, A Multivariate Claim Count Model for Applications in Insurance can be Read Online from any device for your convenience.
A Multivariate Claim Count Model for Applications in Insurance Book PDF Summary
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 contracts). The authors provide a detailed analysis of the proposed probabilistic model, discussing its relation to the existing literature, its statistical properties, different estimation strategies as well as possible applications and extensions. Actuaries and researchers working in risk management and premium pricing will find this book particularly interesting. Graduate-level probability theory, stochastic analysis and statistics are required.
Detail Book of A Multivariate Claim Count Model for Applications in Insurance PDF
- Author : Daniela Anna Selch
- Release : 31 August 2018
- Publisher : Springer
- ISBN : 9783319928685
- Genre : Mathematics
- Total Page : 167 pages
- Language : English
- PDF File Size : 19,8 Mb
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