A multivariate aggregate loss model
From MaRDI portal
Publication:2445352
DOI10.1016/j.insmatheco.2012.06.009zbMath1284.91267OpenAlexW2041514046MaRDI QIDQ2445352
Publication date: 14 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.06.009
dependenceMarkovian arrival processesmultivariate aggregate lossespresent values of aggregate losses
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Cites Work
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- Classical risk theory in an economic environment
- Markov chains with marked transitions
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- Hierarchical Insurance Claims Modeling
- A Regime-Switching Model of Long-Term Stock Returns
- Moments of compound renewal sums with discounted claims
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