Actuarial applications of a hierarchical insurance claims model

ASTIN Bulletin

Volumn 39, Issue 1, 2009, Pages 165-197

  Frees, Edward W ^a   Peng, S H I ^a   Valdez, Emiliano A ^b  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

^b UNIVERSITY OF CONNECTICUT   (United States)

Author keywords

Copulas; Long tail regression; Reinsurance; Risk measures

Indexed keywords

EID: 78049264576     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.39.1.2038061     Document Type: Article

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