Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data
| Autor: | Jan Beirlant, José Carlos Araujo-Acuna, Hansjoerg Albrecher |
|---|---|
| Rok vydání: | 2020 |
| Předmět: |
Statistics and Probability
010104 statistics & probability Economics and Econometrics Business economics Actuarial science 0202 electrical engineering electronic engineering information engineering Economics 020206 networking & telecommunications 02 engineering and technology 0101 mathematics Statistics Probability and Uncertainty 01 natural sciences Property insurance |
| Zdroj: | North American Actuarial Journal. 25:135-162 |
| ISSN: | 2325-0453 1092-0277 |
| DOI: | 10.1080/10920277.2019.1703752 |
| Popis: | In insurance practice, claims often occur in clusters and their arrivals may depend on various external and time-dependent factors. In this article, we propose a statistical approach for modeling c... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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