{"product_id":"a-multivariate-claim-count-model-for-applications-in-insurance-9783030065379","title":"A Multivariate Claim Count Model for Applications in Insurance","description":"\u003cp\u003e • Author(s): Daniela Anna Selch\u003cbr\u003e • Publisher: Springer\u003cbr\u003e • Publisher Imprint: Springer\u003cbr\u003e • BISAC: Probability \u0026amp; Statistics - General\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eFrom the Back Cover\u003c\/b\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003eThis monograph presents a time-dynamic model for multivariate claim counts in actuarial applications.\u003c\/p\u003e \u003cp\u003eInspired 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. \u003c\/p\u003e 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.\u003cp\u003e\u003c\/p\u003e","brand":"Springer","offers":[{"title":"Paperback","offer_id":45276877357207,"sku":"9783030065379","price":3639.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9783030065379.webp?v=1769286895","url":"https:\/\/atlanticbooks.com\/products\/a-multivariate-claim-count-model-for-applications-in-insurance-9783030065379","provider":"Atlantic Books","version":"1.0","type":"link"}