On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
Benjamin Avanzi, Greg Taylor, Bernard Wong, Xinda Yang
| Year of publication: |
2021
|
|---|---|
| Authors: | Avanzi, Benjamin ; Taylor, Greg ; Wong, Bernard ; Yang, Xinda |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 99.2021, p. 9-24
|
| Subject: | Cox process | Dependency modelling | Insurance claims counts | Markov chain Monte Carlo | Micro-level model | Shot noise | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.01.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012649204