Trend analysis and prediction procedures for time nonhomogeneous claim processes

DOI10.1016/0167-6687(94)00002-6zbMath0813.62092OpenAlexW2010136446MaRDI QIDQ1329408

Steven Haberman, Menachem P. Berg

Publication date: 6 June 1995

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(94)00002-6

zbMATH Keywords

predictionsBayesian revision proceduresexpected total number of claimsnonhomogeneous Markov birth processprobabilistic orderingtime nonhomogeneous claim occurrence processestrend representations

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items

On a Risk Model With Dual Seasonalities ⋮ Doubly periodic non-homogeneous Poisson models for hurricane data ⋮ Regime-Switching Periodic Models For Claim Counts

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