menu
{ "item_title" : "A Multivariate Claim Count Model for Applications in Insurance", "item_author" : [" Daniela Anna Selch", "Matthias Scherer "], "item_description" : "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. ", "item_img_path" : "https://covers3.booksamillion.com/covers/bam/3/31/992/867/3319928678_b.jpg", "price_data" : { "retail_price" : "54.99", "online_price" : "54.99", "our_price" : "54.99", "club_price" : "54.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
A Multivariate Claim Count Model for Applications in Insurance|Daniela Anna Selch

A Multivariate Claim Count Model for Applications in Insurance

local_shippingShip to Me
In Stock.
FREE Shipping for Club Members help

Overview

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.

This item is Non-Returnable

Details

  • ISBN-13: 9783319928678
  • ISBN-10: 3319928678
  • Publisher: Springer
  • Publish Date: September 2018
  • Dimensions: 9.09 x 7.09 x 0.68 inches
  • Shipping Weight: 0.93 pounds
  • Page Count: 158

Related Categories

You May Also Like...

    1

BAM Customer Reviews