Dependence modeling of frequency-severity of insurance claims using waiting time
Guangyuan Gao, Jiahong Li
| Year of publication: |
2023
|
|---|---|
| Authors: | Gao, Guangyuan ; Li, Jiahong |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 109.2023, p. 29-51
|
| Subject: | Copula regression | Frequency-severity dependence | Insurance claims | Poisson process | Waiting time | Multivariate Verteilung | Multivariate distribution | Stochastischer Prozess | Stochastic process | Theorie | Theory | Zeit | Time | Gesundheitsversorgung | Health care | Krankenversicherung | Health insurance | Kfz-Versicherung | Automobile insurance | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.12.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014282468