Predictive compound risk models with dependence
Year of publication: |
2020
|
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Authors: | Jeong, Himchan ; Valdez, Emiliano |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 94.2020, p. 182-195
|
Subject: | Dependent frequency and severity | Generalized linear model (GLM) | Hierarchical model | Generalized Pareto (GP) | Generalized beta of the second kind (GB2) | Credibility premium of compound sum with dependence | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory |
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