Dependent frequency-severity modeling of insurance claims
Peng Shi; Xiaoping Feng; Anastasia Ivantsova
| Year of publication: |
2015
|
|---|---|
| Authors: | Shi, Peng ; Feng, Xiaoping ; Ivantsova, Anastasia |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 64.2015, p. 417-428
|
| Subject: | Hurdle model | Conditional decomposition | Copula | Out-of-sample validation | Portfolio risk | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure | Risikomodell | Risk model | Dekompositionsverfahren | Decomposition method | Statistischer Test | Statistical test | Versicherung | Insurance | Risikomanagement | Risk management | Modellierung | Scientific modelling | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011398126