A mixed copula model for insurance claims and claim sizes

Scandinavian Actuarial Journal

Volumn , Issue 4, 2012, Pages 278-305

  Czado, Claudia ^a   Kastenmeier, Rainer ^a   Brechmann, Eike Christian ^a   Min, Aleksey ^a  

^a TECHNICAL UNIVERSITY OF MUNICH   (Germany)

Author keywords

Average claim size; Copula; GLM; Maximization by parts; Number of claims; Total claim size

Indexed keywords

EID: 84871347977     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461238.2010.546147     Document Type: Article

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