A micro-level claim count model with overdispersion and reporting delays
Year of publication: |
November 2016
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Authors: | Avanzi, Benjamin ; Wong, Bernard ; Yang, Xinda |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 71.2016, p. 1-14
|
Subject: | Cox process | Shot noise | Insurance claims counts | Markov chain Monte Carlo | Filtering | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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