A dependent frequency-severity approach to modeling longitudinal insurance claims
Gee Y. Lee, Peng Shi
| Year of publication: |
2019
|
|---|---|
| Authors: | Lee, Gee ; Shi, Peng |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 87.2019, p. 115-129
|
| Subject: | Frequency-severity model | Gaussian copula | Longitudinal insurance claims | Nonlife insurance | Predictive modeling | Versicherung | Insurance | Multivariate Verteilung | Multivariate distribution | Prognoseverfahren | Forecasting model | Versicherungsmathematik | Actuarial mathematics | Theorie | Theory | Kfz-Versicherung | Automobile insurance | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.04.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012058928