Building loss models
This paper is intended as a guide to building insurance risk (loss) models. A typical model for insurance risk, the so-called collective risk model, treats the aggregate loss as having a compound distribution with two main components: one characterizing the arrival of claims and another describing t...
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| Weitere Verfasser: | , |
| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
Berlin
SFB 649, Economic Risk
2010
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| Schriftenreihe: | SFB 649 discussion paper
2010,48 |
| Schlagworte: | |
| Online Zugang: | http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2010-048.pdf |
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