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  • Search: subject:"Poisson cluster model"
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Claims reserving 2 Conditional expectation 2 Insurance 2 Lévy process 2 Poisson cluster model 2 Prediction 2 Shot noise 2 Forecasting model 1 Prognoseverfahren 1 Regional cluster 1 Regionales Cluster 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Matsui, Muneya 2
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Insurance / Mathematics & economics 1 Insurance: Mathematics and Economics 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Prediction in a non-homogeneous Poisson cluster model
Matsui, Muneya - In: Insurance: Mathematics and Economics 55 (2014) C, pp. 10-17
A non-homogeneous Poisson cluster model is studied, motivated by insurance applications. The Poisson center process …
Persistent link: https://www.econbiz.de/10011046638
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Cover Image
Prediction in a non-homogeneous Poisson cluster model
Matsui, Muneya - In: Insurance / Mathematics & economics 55 (2014), pp. 10-17
Persistent link: https://www.econbiz.de/10010366215
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