Multivariate negative binomial models for insurance claim counts

Insurance: Mathematics and Economics

Volumn 55, Issue 1, 2014, Pages 18-29

  Shi, Peng ^a   Valdez, Emiliano A ^b  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

^b MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Copula; Insurance claim count; Jitter; Multivariate model; Negative binomial distribution

Indexed keywords

EID: 84890883878     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2013.11.011     Document Type: Article

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