Prediction of outstanding payments in a Poisson cluster model

Thomas Valentin Mikosch, Gennady Samorodnitsky, Anders Hedegaard Jessen

Original language	English
Journal	Scandinavian Actuarial Journal
Volume	2010
Pages (from-to)	1651-2030
ISSN	0346-1238
Publication status	Published - 2010

Cite this

@article{160c5c40a07911df928f000ea68e967b,

title = "Prediction of outstanding payments in a Poisson cluster model",

author = "Mikosch, {Thomas Valentin} and Gennady Samorodnitsky and Jessen, {Anders Hedegaard}",

year = "2010",

language = "English",

volume = "2010",

pages = "1651--2030",

journal = "Scandinavian Actuarial Journal",

issn = "0346-1238",

publisher = "Taylor & Francis Scandinavia",

}