Multivariate probit models for conditional claim-types

Insurance: Mathematics and Economics

Volumn 44, Issue 2, 2009, Pages 214-228

  Young, Gary ^a   Valdez, Emiliano A ^b   Kohn, Robert ^c  

^a Access Economics Pty Limited   (Australia)

^b UNIVERSITY OF CONNECTICUT   (United States)

^c UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Correlation; Insurance; Multinomial logit

Indexed keywords

EID: 63449102038     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2008.11.004     Document Type: Article

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