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.

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Year of publication:	2003-05-01
Authors:	Purcaru, Oana ; Denuit, Michel
Institutions:	International Actuarial Association / Actuarial Studies in Non-Life Insurance
Published in:	Casualty Actuarial Society - Publications ASTIN BULLETIN - Vol.33 - No.1 - 2003; 23-40
Subject:	Risikomanagement \| risk management

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Extent:	412672 bytes 18 p. application/pdf
Type of publication:	Article
Language:	English
Classification:	Management of insurance ; Insurance Industry ; Individual Articles ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005847033