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Lieferstatus:	i.d.R. innert 7-14 Tagen versandfertig
Veröffentlichung:	Januar 2019
Genre:	Schulbücher
ISBN:	9783030065379
EAN-Code:	9783030065379
Verlag:	Springer
Einband:	Kartoniert
Sprache:	English
Dimensionen:	H 235 mm / B 155 mm / D 10 mm
Gewicht:	307 gr
Seiten:	172
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

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 dependence across the components, over-dispersion and the clustering of claims) with a high level of mathematical tractability (including estimation, sampling and convergence results for large portfolios) and can thus be applied in various contexts (such as risk management and pricing of (re-)insurance contracts). The authors provide a detailed analysis of the proposed probabilistic model, discussing its relation to the existing literature, its statistical properties, different estimation strategies as well as possible applications and extensions. Actuaries and researchers working in risk management and premium pricing will find this book particularly interesting. Graduate-level probability theory, stochastic analysis and statistics are required.