Allowing for time and cross dependence assumptions between claim counts in ratemaking models
Lluís Bermúdez, Montserrat Guillén, Dimitris Karlis
| Year of publication: |
November 2018
|
|---|---|
| Authors: | Bermúdez, Lluís ; Guillén, Montserrat ; Karlis, Dimitris |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 83.2018, p. 161-169
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| Subject: | Multivariate longitudinal data | Time dependence | Cross dependence | Automobile insurance | BINAR(1) model | Kfz-Versicherung | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Risikomodell | Risk model | Versicherungsmathematik | Actuarial mathematics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2018.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011944124