Generalized linear models for dependent frequency and severity of insurance claims
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Publication:2520448
DOI10.1016/j.insmatheco.2016.06.006zbMath1373.62515OpenAlexW2472716801MaRDI QIDQ2520448
Publication date: 13 December 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.06.006
generalized linear modeldependenceexponential dispersion modelsclaim severityclaim frequencyaggregate claims modelloss cost
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- Copula credibility for aggregate loss models
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- Spatial modelling of claim frequency and claim size in non-life insurance
- Fitting Tweedie's compound poisson model to insurance claims data
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