Pages that link to "Item:Q868313"
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The following pages link to Heterogeneous INAR(1) model with application to car insurance (Q868313):
Displayed 26 items.
- Asymptotic behavior of unstable INAR(\(p\)) processes (Q550155) (← links)
- The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models (Q605860) (← links)
- Ruin probability and joint distributions of some actuarial random vectors in the compound Pascal model (Q628628) (← links)
- Allowing for time and cross dependence assumptions between claim counts in ratemaking models (Q1622524) (← links)
- Comment on: Subsampling weakly dependent time series and application to extremes (Q1761537) (← links)
- Correlated risks vs contagion in stochastic transition models (Q1994154) (← links)
- On the evaluation of risk models with bivariate integer-valued time series (Q2058429) (← links)
- Bivariate integer-autoregressive process with an application to mutual fund flows (Q2274940) (← links)
- On the ordering of credibility factors (Q2665880) (← links)
- Structural Laplace Transform and Compound Autoregressive Models (Q3440747) (← links)
- Queueing Systems of INAR(1) Processes with Compound Poisson Arrivals (Q3458139) (← links)
- Asymptotic Behavior of Multitype Nearly Critical Galton--Watson Processes with Immigration (Q3462254) (← links)
- Local asymptotic normality and efficient estimation for INAR(<i>p</i>) models (Q3552850) (← links)
- Discrete-Time Risk Models Based on Time Series for Count Random Variables (Q3569709) (← links)
- THE USE OF ANNUAL MILEAGE AS A RATING VARIABLE (Q4563761) (← links)
- Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process (Q4576906) (← links)
- Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations (Q4583611) (← links)
- Risk Classification for Claim Counts (Q5019771) (← links)
- On some periodic <i>INARMA</i>(<i>p</i>,<i>q</i>) models (Q5042166) (← links)
- Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process (Q5077477) (← links)
- On the analysis of a discrete-time risk model with INAR(1) processes (Q5083403) (← links)
- Integer autoregressive models with structural breaks (Q5129143) (← links)
- SEMIPARAMETRIC INDEPENDENCE TESTING FOR TIME SERIES OF COUNTS AND THE ROLE OF THE SUPPORT (Q5205272) (← links)
- A POSTERIORI RATEMAKING WITH PANEL DATA (Q5214825) (← links)
- Negative Binomial Autoregressive Process with Stochastic Intensity (Q5382477) (← links)
- MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION (Q5866183) (← links)