Allowing for time and cross dependence assumptions between claim counts in ratemaking models
Year of publication: |
November 2018
|
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Authors: | Bermúdez, Lluís ; Guillén, Montserrat ; Karlis, Dimitris |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 83.2018, p. 161-169
|
Subject: | Multivariate longitudinal data | Time dependence | Cross dependence | Automobile insurance | BINAR(1) model | Kfz-Versicherung | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
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