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A multivariate claim count model for applications in insurance

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Publication:1650061
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DOI10.1007/978-3-319-92868-5zbMath1417.91006OpenAlexW2888822305MaRDI QIDQ1650061

Matthias Scherer, Daniela Anna Selch

Publication date: 29 June 2018

Published in: Springer Actuarial (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-92868-5


zbMATH Keywords

claim number processmixed Poisson processLévy subordinatorclaim arrivaldependent stochastic counting process


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (5)

Bayesian optimal investment and reinsurance with dependent financial and insurance risks ⋮ A Cox model for gradually disappearing events ⋮ Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data ⋮ On the modelling of multivariate counts with Cox processes and dependent shot noise intensities ⋮ Robust optimal investment and reinsurance problems with learning




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