Bonus-Malus premiums under the dependent frequency-severity modeling
Rosy Oh, Peng Shi and Jae Youn Ahn
Year of publication: |
2020
|
---|---|
Authors: | Oh, Rosy ; Shi, Peng ; Ahn, Jae Youn |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2020.2020, 3, p. 172-195
|
Subject: | bivariate random effects | bonus-malus system | copula | Frequency-severity dependence | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution |
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