A mixed copula model for insurance claims and claim sizes

DOI10.1080/03461238.2010.546147zbMath1277.62249OpenAlexW2056480773MaRDI QIDQ2866311

Rainer Kastenmeier, Claudia Czado, Aleksey Min, Eike Christian Brechmann

Publication date: 13 December 2013

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

Full work available at URL: https://doi.org/10.1080/03461238.2010.546147

zbMATH Keywords

copulaGLMnumber of claimsmaximization by partsaverage claim sizetotal claim size

Mathematics Subject Classification ID

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