Shi, Peng; Valdez, Emiliano A. - In: Insurance: Mathematics and Economics 55 (2014) C, pp. 18-29
It is no longer uncommon these days to find the need in actuarial practice to model claim counts from multiple types of coverage, such as the ratemaking process for bundled insurance contracts. Since different types of claims are conceivably correlated with each other, the multivariate count...