Dependent frequency-severity modeling of insurance claims
Year of publication: |
2015
|
---|---|
Authors: | Shi, Peng ; Feng, Xiaoping ; Ivantsova, Anastasia |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 64.2015, p. 417-428
|
Subject: | Hurdle model | Conditional decomposition | Copula | Out-of-sample validation | Portfolio risk | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Schätzung | Estimation | Dekompositionsverfahren | Decomposition method | ARCH-Modell | ARCH model |
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