Modelling dependence between frequency and severity of insurance claims

Mestrado em Actuarial Science

Bibliographic Details
Main Author: Carreira, Inês Duarte (author)
Format: masterThesis
Language:eng
Published: 2017
Subjects:
Frequência
Severidade
Perda por apólice
Dependência
Modelos Lineares Generalizados
Modelo Condicional
Modelo de Cópula
Modelo de Barreira
Frequency
Severity
Policy Loss
Dependence
Generalized Linear Model
Conditional Model
Copula Model
Hurdle model
Online Access:http://hdl.handle.net/10400.5/14631
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/14631
Description
Summary:Mestrado em Actuarial Science

Similar Items