| LDR | | | 00000cab a2200000 4500 |
| 001 | | | MAP20260013336 |
| 003 | | | MAP |
| 005 | | | 20260603180825.0 |
| 008 | | | 260427e20260420bel|||p |0|||b|eng d |
| 040 | | | $aMAP$bspa$dMAP |
| 084 | | | $a6 |
| 245 | 0 | 0 | $aOn a risk model with tree-structured Poisson Markov random field frequency, with application to rainfall events$cHélène Cossette ... [et al.] |
| 520 | | | $aThe article proposes a multivariate risk model for insurance portfolios based on a tree-structured Markov random field with Poisson marginal distributions. The model captures dependence between claim frequencies through binomial thinning mechanisms while remaining computationally scalable in high dimensions. It develops analytical results for aggregate risk, risk allocation and asymptotic behavior. The methodology is illustrated with an application to extreme rainfall events using real-world meteorological data. The approach offers interpretable dependence structures and efficient estimation procedures for actuarial risk management |
| 650 | | 4 | $0MAPA20080579258$aCálculo actuarial |
| 650 | | 4 | $0MAPA20090041721$aDistribución Poisson-Beta |
| 650 | | 4 | $0MAPA20080570651$aSiniestralidad |
| 650 | | 4 | $0MAPA20080583972$aCartera de seguros |
| 650 | | 4 | $0MAPA20150020307$aAsignación de capital |
| 700 | 1 | | $0MAPA20150013996$aCossette, Hélène |
| 710 | 2 | | $0MAPA20100017661$aInternational Actuarial Association |
| 773 | 0 | | $wMAP20077000420$g20/04/2026 Volumen 56 Número 2 - abril 2026 , 23 p.$x0515-0361$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association |
