Dependent frequency-severity modeling of insurance claims (Q495514)
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scientific article; zbMATH DE number 6481792
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dependent frequency-severity modeling of insurance claims |
scientific article; zbMATH DE number 6481792 |
Statements
Dependent frequency-severity modeling of insurance claims (English)
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14 September 2015
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hurdle model
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conditional decomposition
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copula
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out-of-sample validation
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portfolio risk
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0.8702919483184814
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0.8476223945617676
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0.8470425009727478
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0.820018470287323
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0.8188272714614868
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