Generalized Additive Modelling of Dependent Frequency and Severity Distributions for Aggregate Claims
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More about this item
Keywords
Premium; Generalized Additive Models; Dependence; Splines; Frequency; Severity.;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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