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Conference Paper: On modeling dependence in claim-number processes

TitleOn modeling dependence in claim-number processes
Authors
Yuen, KC
Issue Date2015
PublisherThe University of Hong Kong and Society of Actuaries.
Citation
Current Topics on Actuarial Models with Dependence Structure Seminar, Hong Kong, 6 May 2015 How to Cite?
AbstractIn practice, an insurance company usually has several classes of business which are more or less correlated with each other. In view of the complex nature of modern insurance products, research on modeling dependent classes of business has be-come an important topic in the actuarial literature. This talk discusses two types of dependence in claim-number processes, namely the common shock and thinning dependence. Based on these dependence structures, ruin analysis and optimal reinsurance are considered.
DescriptionOrganized by The University of Hong Kong and Society of Actuaries
Session 1
Persistent Identifierhttp://hdl.handle.net/10722/226897

 

DC FieldValueLanguage
dc.contributor.authorYuen, KC-
dc.date.accessioned2016-07-11T06:28:30Z-
dc.date.available2016-07-11T06:28:30Z-
dc.date.issued2015-
dc.identifier.citationCurrent Topics on Actuarial Models with Dependence Structure Seminar, Hong Kong, 6 May 2015-
dc.identifier.urihttp://hdl.handle.net/10722/226897-
dc.descriptionOrganized by The University of Hong Kong and Society of Actuaries-
dc.descriptionSession 1-
dc.description.abstractIn practice, an insurance company usually has several classes of business which are more or less correlated with each other. In view of the complex nature of modern insurance products, research on modeling dependent classes of business has be-come an important topic in the actuarial literature. This talk discusses two types of dependence in claim-number processes, namely the common shock and thinning dependence. Based on these dependence structures, ruin analysis and optimal reinsurance are considered.-
dc.languageeng-
dc.publisherThe University of Hong Kong and Society of Actuaries.-
dc.relation.ispartofCurrent Topics on Actuarial Models with Dependence Structure Seminar-
dc.titleOn modeling dependence in claim-number processes-
dc.typeConference_Paper-
dc.identifier.emailYuen, KC: kcyuen@hku.hk-
dc.identifier.authorityYuen, KC=rp00836-
dc.description.naturepublished_or_final_version-
dc.identifier.hkuros258686-
dc.publisher.placeHong Kong-

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