Search Results - subject:"Frequency-severity"

Nonparametric copula estimation for mixed insurance claim data

Yang, Lu - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 537-546

Persistent link: https://www.econbiz.de/10013533451

Empirical risk assessment of maintenance costs under full-service contracts

Deprez, Laurens; Antonio, Katrien; Boute, Robert N. - In: European journal of operational research : EJOR 304 (2023) 2, pp. 476-493

Persistent link: https://www.econbiz.de/10013534535

Dependence modeling of frequency-severity of insurance claims using waiting time

Gao, Guangyuan; Li, Jiahong - In: Insurance / Mathematics & economics 109 (2023), pp. 29-51

Persistent link: https://www.econbiz.de/10014282468

Frequency-severity experience rating based on latent Markovian risk profiles

Verschuren, Robert Matthijs - In: Insurance / Mathematics & economics 107 (2022), pp. 379-392

Persistent link: https://www.econbiz.de/10013471258

On copula-based collective risk models : from elliptical copulas to vine copulas

Oh, Rosy; Ahn, Jae Youn; Lee, Woojoo - In: Scandinavian actuarial journal 2021 (2021) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10012484027

Bonus-Malus premiums under the dependent frequency-severity modeling

Oh, Rosy; Shi, Peng; Ahn, Jae Youn - In: Scandinavian actuarial journal 2020 (2020) 3, pp. 172-195

Persistent link: https://www.econbiz.de/10012195040

Testing for random effects in compound risk models via Bregman divergence

Jeong, Himchan - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 777-798

Persistent link: https://www.econbiz.de/10012307396

A dependent frequency-severity approach to modeling longitudinal insurance claims

Lee, Gee; Shi, Peng - In: Insurance / Mathematics & economics 87 (2019), pp. 115-129

Persistent link: https://www.econbiz.de/10012058928

The evolution of civil war severity, 1816-2005

Miranda, Luiz C. M.; Perondi, Leonel F.; Gleditsch, … - In: Peace economics, peace science and public policy 22 (2016) 3, pp. 247-276

Persistent link: https://www.econbiz.de/10011582822

On the Frequency of Severe Terrorist Events

Clauset, Aaron; Young, Maxwell; Gleditsch, Kristian Skrede - In: Journal of Conflict Resolution 51 (2007) 1, pp. 58-87

In the spirit of Lewis Richardsonâ€™s original study of the statistics of deadly conflicts, we study the frequency and severity of terrorist attacks worldwide since 1968. We show that these events are uniformly characterized by the phenomenon of â€œscale invariance,â€ that is, the...

Persistent link: https://www.econbiz.de/10011136191