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Date: 2007
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/88927
Description: We introduce a method for modelling a continuous response which is the sum of a random number of terms. Examples are total insurance claim sizes (the total of all claims on a policy in a year), or tot ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/25082
Description: We introduce a method for modelling insurance claim sizes, including zero claims. A mixed discrete-continuous model, with a probability mass at zero and an Inverse Gaussian continuous component, is us ... More
Reviewed: Reviewed
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