Multivariate insurance models: An overview

Simon Anastasiadis and Stefanka Chukova

Insurance: Mathematics and Economics, 2012, vol. 51, issue 1, 222-227

Abstract: This literature review summarizes the results from a collection of research papers that relate to modeling insurance claims and the processes associated with them. We consider work by more than 55 authors, published or presented between 1971 and 2008.

Keywords: Claim sizes; Number of claims; Multivariate dependency (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:insuma:v:51:y:2012:i:1:p:222-227

DOI: 10.1016/j.insmatheco.2011.01.013

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