Originalsprog | Engelsk |
---|---|
Tidsskrift | Scandinavian Actuarial Journal |
Vol/bind | 2010 |
Sider (fra-til) | 1651-2030 |
ISSN | 0346-1238 |
Status | Udgivet - 2010 |
Prediction of outstanding payments in a Poisson cluster model
Thomas Valentin Mikosch, Gennady Samorodnitsky, Anders Hedegaard Jessen