Multivariate modelling of household claim frequencies in motor third-party liability insurance
By Florian Pechon, Julien Trufin and Michel Denuit
| Year of publication: |
2018
|
|---|---|
| Authors: | Pechon, Florian ; Trufin, Julien ; Denuit, Michel |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 3, p. 969-993
|
| Subject: | Multivariate Poisson mixture model | Poisson-LogNormal | Poisson-Gamma | negative binomial | a posteriori risk revaluation | Multivariate Analyse | Multivariate analysis | Haftpflichtversicherung | Liability insurance | Theorie | Theory | Statistische Verteilung | Statistical distribution | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Stochastischer Prozess | Stochastic process |