On the modelling of multivariate counts with Cox processes and dependent shot noise intensities

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Bibliographische Detailangaben
Veröffentlicht in:	Insurance / Mathematics & economics
1. Verfasser:	Avanzi, Benjamin (VerfasserIn)
Weitere Verfasser:	Taylor, Greg (VerfasserIn), Wong, Bernard (VerfasserIn), Yang, Xinda (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2021
Schlagworte:	Cox process > Dependency modelling > Insurance claims counts > Markov chain Monte Carlo > Micro-level model > Shot noise > Aufsatz in Zeitschrift
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