Dependence in Dynamic Claim Frequency Credibility Models
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Publication:4661671
DOI10.2143/AST.33.1.1037zbMath1098.62567MaRDI QIDQ4661671
Oana Purcaru, Michel M. Denuit
Publication date: 30 March 2005
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.33.1.1037
copulas; credibility theory; Poisson mixture; risk classification; experience rating; time series for non-Gaussian responses
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P05: Applications of statistics to actuarial sciences and financial mathematics
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