Generalized Linear Models for a Dependent Aggregate Claims Model
This thesis develops an alternative approach to modelling the expected loss cost of an insurance portfolio that allows for dependence between the frequency and severity components of the aggregate claims process. The traditionally used independent aggregate claims model is extended to define a depen...
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2013
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| Online Access: | http://spectrum.library.concordia.ca/977691/1/Schulz_MSc_F2013.pdf Schulz, Juliana <http://spectrum.library.concordia.ca/view/creators/Schulz=3AJuliana=3A=3A.html> (2013) Generalized Linear Models for a Dependent Aggregate Claims Model. Masters thesis, Concordia University. |