Predictive risk analysis using a collective risk model : choosing between past frequency and aggregate severity information
Rosy Oh, Youngju Lee, Dan Zhu, Jae Youn Ahn
| Year of publication: |
2021
|
|---|---|
| Authors: | Oh, Rosy ; Lee, Youngju ; Zhu, Dan ; Ahn, Jae Youn |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 96.2021, p. 127-139
|
| Subject: | Collective risk model | Bühlmann premium | Predictive analysis | A posteriori risk classification | Premium | Risiko | Risk | Risikomodell | Risk model | Prognoseverfahren | Forecasting model | Risikomanagement | Risk management | Theorie | Theory | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.11.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012482789