{"product_id":"9783319928678","title":"Springer Actuarial","description":"\u003ch1\u003eSpringer Actuarial\u003c\/h1\u003e \u003ch2\u003eSelch, Daniela Anna; Scherer, Matthias\u003c\/h2\u003e \u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis monograph presents a time-dynamic model for multivariate claim counts in actuarial applications.\u003c\/p\u003e\n\n\u003cp\u003eInspired by real-world claim arrivals, the model balances interesting stylized facts (such as dependence across the components, over-dispersion and the clustering of claims) with a high level of mathematical tractability (including estimation, sampling and convergence results for large portfolios) and can thus be applied in various contexts (such as risk management and pricing of (re-)insurance contracts). The authors provide a detailed analysis of the proposed probabilistic model, discussing its relation to the existing literature, its statistical properties, different estimation strategies as well as possible applications and extensions. \u003c\/p\u003e\n\nActuaries and researchers working in risk management and premium pricing will find this book particularly interesting. Graduate-level probability theory, stochastic analysis and statistics are required.\u003cp\u003e\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2018-09-18\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9783319928678\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-319-92868-5\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 158\u003c\/p\u003e ","brand":"Springer International Publishing","offers":[{"title":"Default Title","offer_id":45937871847564,"sku":"9783319928678","price":49.49,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783319928678.jpg?v=1776010310","url":"https:\/\/lateknightbooks.com\/products\/9783319928678","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}