Dependence in dynamic claim frequency credibility models
This paper aims to study the kind of dependence induced by the introduction of correlated latent variables in the annual numbers of claims reported by policyholders.
Year of publication: |
2003-05-01
|
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Authors: | Purcaru, Oana ; Denuit, Michel |
Institutions: | International Actuarial Association / Actuarial Studies in Non-Life Insurance |
Published in: | |
Subject: | Risikomanagement | risk management |
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