Discrete-Time Risk Models Based on Time Series for Count Random Variables (Q3569709): Difference between revisions

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+MaRDI publication profile
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+Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model
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+FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
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+Ruin probabilities in the compound binomial model
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+Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model
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+The probability of ruin in a process with dependent increments
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+Q4224185
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+Large deviations for the time of ruin
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+On the ruin probabilities in a general economic environment
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+Rough descriptions of ruin for a general class of surplus processes
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+Asymptotic ruin probabilities for risk processes with dependent increments.
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+Integer-valued moving average (INMA) process
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+Some ARMA models for dependent sequences of poisson counts
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+Autoregressive moving-average processes with negative-binomial and geometric marginal distributions
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+INAR and IBNR
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+Time series of count data: Modeling, estimation and diagnostics
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+Heterogeneous INAR(1) model with application to car insurance
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+Mathematical fun with ruin theory
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+Ruin theory in the linear model
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+Copula credibility for aggregate loss models
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+Analysis of low count time series data by poisson autoregression
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+A time-series risk model with constant interest for dependent classes of business
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+Weak dependence. With examples and applications.
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+A regression model for time series of counts
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+Ruin probabilities for time-correlated claims in the compound binomial model.
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+Compound binomial risk model in a Markovian environment
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+https://doi.org/10.2143/ast.40.1.2049221
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+W2036357755
@@ Property / OpenAlex ID: W2036357755 / rank @@
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