作者: Daniela Anna Selch

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1 电子书 Daniela Anna Selch

Daniela Anna Selch & Matthias Scherer: A Multivariate Claim Count Model for Applications in Insurance
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 dep …
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