Isbn: 9783030065379 - a multivariate claim count model for applications in insurance (10 risultati)

Condizione: New. Softcover reprint of the original 1st ed. 2018 edition NO-PA16APR2015-KAP.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This monograph presents a time-dynamic model for multivariate claim counts in actuarial applications.Inspired by real-world claim arrivals, the model balances interesting stylized facts (such as dependence across the components, over-dispersion and the clustering of claims) with a high level of mathematical tractability (including estimation, sampling and convergence results for large portfolios) and can thus be applied in various contexts (such as risk management and pricing of (re-)insurance contracts). The authors provide a detailed analysis of the proposed probabilistic model, discussing its relation to the existing literature, its statistical properties, different estimation strategies as well as possible applications and extensions. Actuaries and researchers working in risk management and premium pricing will find this book particularly interesting. Graduate-level probability theory, stochastic analysis and statistics are required.…

Taschenbuch. Condizione: Neu. A Multivariate Claim Count Model for Applications in Insurance | Daniela Anna Selch (u. a.) | Taschenbuch | xii | Englisch | 2019 | Springer | EAN 9783030065379 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This monograph presents a time-dynamic model for multivariate claim counts in actuarial applications.Inspired by real-world claim arrivals, the model balances interesting stylized facts (such as dependence across the components, over-dispersion and the clustering of claims) with a high level of mathematical tractability (including estimation, sampling and convergence results for large portfolios) and can thus be applied in various contexts (such as risk management and pricing of (re-)insurance contracts). The authors provide a detailed analysis of the proposed probabilistic model, discussing its relation to the existing literature, its statistical properties, different estimation strategies as well as possible applications and extensions. Actuaries and researchers working in risk management and premium pricing will find this book particularly interesting. Graduate-level probability theory, stochastic analysis and statistics are required. 172 pp. Englisch.…

Condizione: New. Print on Demand.

Condizione: New. PRINT ON DEMAND.

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Presents a new modelling approach to multivariate claim arrivals in insuranceExplores simulation strategies, estimation procedures and convergence resultsIncludes a thorough literature review of related models for univariate and multivariat.…

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This monograph presents a time-dynamic model for multivariate claim counts in actuarial applications.Inspired by real-world claim arrivals, the model balances interesting stylized facts (such as dependence across the components, over-dispersion and the clustering of claims) with a high level of mathematical tractability (including estimation, sampling and convergence results for large portfolios) and can thus be applied in various contexts (such as risk management and pricing of (re-)insurance contracts). The authors provide a detailed analysis of the proposed probabilistic model, discussing its relation to the existing literature, its statistical properties, different estimation strategies as well as possible applications and extensions.Actuaries and researchers working in risk management and premium pricing will find this book particularly interesting. Graduate-level probability theory, stochastic analysis and statistics are required.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 172 pp. Englisch.…