{"product_id":"a-multivariate-claim-count-model-for-applications-in-insurance-von-daniela-anna-selch-matthias-scherer","title":"A Multivariate Claim Count Model for Applications in Insurance","description":"\n                                \n                \u003cp\u003eThis monograph presents a time-dynamic model for multivariate claim counts in actuarial applications.\u003c\/p\u003e\n                                \n                \n                \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\n                                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.\n                \n                \u003cp\u003e\u003c\/p\u003e\n                            \n            \u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783030065379\"\u003e\u003ch3\u003e\u003c\/h3\u003e\u003c\/div\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783319928678\"\u003e\u003ch3\u003e\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9783030065379","offer_id":39593490284637,"sku":"9783030065379","price":53.49,"currency_code":"EUR","in_stock":true},{"title":"Hardcover - 9783319928678","offer_id":40611166453853,"sku":"9783319928678","price":53.49,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/40f16407-2f09-47b3-b69d-e3174ef063d3.jpg?v=1772083782","url":"https:\/\/shop.autorenwelt.de\/en\/products\/a-multivariate-claim-count-model-for-applications-in-insurance-von-daniela-anna-selch-matthias-scherer","provider":"Autorenwelt Shop","version":"1.0","type":"link"}