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Found 1 from your keywords: subject="Data Clustering"
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Application of Jump Diffusion Models in Insurance Claim Estimation
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Mushunje, Leonard

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) slopes are more likely to have large positive (negative)…

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978-1-83969-887-3
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