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Published in:
2018 | OriginalPaper | Chapter
4. Applications and Extensions
Authors : Daniela Anna Selch, Matthias Scherer
Published in: A Multivariate Claim Count Model for Applications in Insurance
Publisher: Springer International Publishing
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Abstract
Actuarial applications of the presented model are examined in Sect. 4.1. For this purpose, iid claim sizes are introduced and premium principles and other actuarial risk measures are evaluated. The results are compared to those stemming from a claim number process with independent Poisson marginals and, in addition, to those of a claim number process with the same Poisson cluster marginals as the proposed model, but independence between the components.