A Lognormal Model for Insurance Claims Data
In the insurance area, especially based on observations of the number of claims, N(w), corresponding to an exposure w, and on observations of the total amount of claims incurred, Y (w), the risk theory arises to quantify risks and to fit models of pricing and insurance company ruin. However, the ma...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2006-06-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/31 |