Generalized Linear Models for a Dependent Aggregate Claims Model

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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Bibliographic Details
Main Author:	Schulz, Juliana
Format:	Others
Published:	2013
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.

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