Burnecki, Krzysztof; Hardle, Wolfgang; Weron, Rafal - Hugo Steinhaus Center for Stochastic Methods, … - 2003
A typical model for insurance risk, the so-called collective risk model, has two main components: one characterizing the frequency (or incidence) of events and another describing the severity (or size or amount) of gain or loss resulting from the occurrence of an event. Here we focus on...