Browsing Scopus İndeksli Yayınlar Koleksiyonu by Author "SELÇUK KESTEL, Ayşe Sevtap"
Now showing items 1-1 of 1
-
Aggregate Claim Estimation Using Bivariate Hidden Markov Model
OFLAZ, Zarina; YOZGATLIGİL, Ceylan; SELÇUK KESTEL, Ayşe Sevtap (ASTIN Bulletin, 2018-11-29)In this paper, we propose an approach for modeling claim dependence, with the assumption that the claim numbers and the aggregate claim amounts are mutually and serially dependent through an underlying hidden state and can ...
DSpace@Karatay by Karatay University Institutional Repository is licensed under a Creative Commons Attribution-NonCommercial-NoDerivs 4.0 Unported License..