Application of Jump Diffusion Models in Insurance Claim Estimation
We investigated if general insurance claims are normal or rare events through systematic, discontinuous or sporadic jumps of the Brownian motion approach and Poisson processes. Using firm quarterly data from March 2010 to December 2018, we hypothesized that claims with high positive (negative) slope...
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| Main Authors: | , , , |
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| Other Authors: | |
| Format: | book part |
| Language: | English |
| Published: |
IntechOpen
2022
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| Subjects: | |
| Online Access: | https://cris.library.msu.ac.zw//handle/11408/5275 |
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