All ebooks by Matthias Scherer in PDF and EPUB
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All ebooks by Matthias Scherer in PDF and EPUB


2  Book(s)
Download this eBook A Multivariate Claim Count Model for Applications in Insurance
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A Multivariate Claim Count Model for Applications in Insurance

Matthias Scherer , Daniela Anna Selch

This monograph presents a time-dynamic model for multivariate claim counts in actuarial applications. Inspired by real-world claim arrivals, the model balances interesting stylized facts (such as dependence across the components, over-dispersion and the clustering of...

Publication date: 2018-08-31
Format: PDF, ePub
Publisher: Springer
Collection: Springer Actuarial
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£44,99
Download this eBook Innovations in Quantitative Risk Management
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Innovations in Quantitative Risk Management

Kathrin Glau , Matthias Scherer , Rudi Zagst

Quantitative models are omnipresent –but often controversially discussed– in todays risk management practice. New regulations, innovative ?nancial products, and advances in valuation techniques provide a continuous ?ow of challenging problems for ?nancial engineers and...

Publication date: 2015-01-09
Format: PDF, ePub
Publisher: Springer
Collection: Springer Proceedings in Mathematics & Statistics
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