When calculating the risk margins of a company with multiple Lines of Business-typically, a quantile in the right tail of an aggregate loss, assumptions about t

This monograph presents a time-dynamic model for multivariate claim counts in actuarial applications. Inspired by real-world claim arrivals, the model balances

This thesis studies the applications of Pascal mixture models in three closely related topics in insurance and risk management. The first topic is on the modeli

Quality and quantity of social science data is continually improving, from large publicuse survey microdata to private industry data. This wealth of data allows