Multivariate insurance models: An overview

This literature review summarizes the results from a collection of research papers that relate to modeling insurance claims and the processes associated with them. We consider work by more than 55 authors, published or presented between 1971 and 2008.

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Year of publication:	2012
Authors:	Anastasiadis, Simon ; Chukova, Stefanka
Published in:	Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 51.2012, 1, p. 222-227
Publisher:	Elsevier
Subject:	Claim sizes \| Number of claims \| Multivariate dependency

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010572709