✦ LIBER ✦

Duration dependence models for claim counts

✍ Scribed by Jean-Philippe Boucher; Michel Denuit

Book ID: 107529487
Publisher: Springer-Verlag
Year: 2007
Tongue: German
Weight: 258 KB
Volume: 28
Category: Article
ISSN: 1864-0281
DOI: 10.1007/s11857-007-0003-5

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Models of duration dependence

✍ Gary Chamberlain 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 72 KB

Testing for serial dependence in time se

Testing for serial dependence in time series models of counts

✍ Robert C. Jung; A. R. Tremayne 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 365 KB

Preservation of multivariate dependence

Preservation of multivariate dependence under multivariate claim models

✍ Taizhong Hu; Xiaoming Pan 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 99 KB

The paper considers the multivariate claim models in risk analysis, introduced by Wong (1997). It is shown that the supermodular dependence ordering and some notions of multivariate dependence are preserved by these models under some conditions on non-homogeneous pure birth processes which govern th

Models for truncated counts

✍ J. T. Grogger; R. T. Carson 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 911 KB

Models for microbiological colony counts

✍ David L. Morris; Martin S. Ridout 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 217 KB

Compound model for two dependent kinds o

Compound model for two dependent kinds of claim

✍ Christian Partrat 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 780 KB