Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data

DOI10.1080/10920277.2019.1703752zbMath1481.91160OpenAlexW3003221530MaRDI QIDQ5165007

José Carlos Araujo-Acuna, Jan Beirlant, Hansjoerg Albrecher

Publication date: 15 November 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2019.1703752

zbMATH Keywords

trendseasonalityclustersstatisticsCox processclaim numbersfire insurance data

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Actuarial mathematics (91G05)

Related Items (4)

A Cox model for gradually disappearing events ⋮ On a Risk Model With Dual Seasonalities ⋮ Applications of the classical compound Poisson model with claim sizes following a compound distribution ⋮ Pricing cumulative loss derivatives under additive models via Malliavin calculus

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