Young, Gary; Valdez, Emiliano A.; Kohn, Robert - In: Insurance: Mathematics and Economics 44 (2009) 2, pp. 214-228
This paper considers statistical modeling of the types of claim in a portfolio of insurance policies. For some classes of insurance contracts, in a particular period, it is possible to have a record of whether or not there is a claim on the policy, the types of claims made on the policy, and the...