A combined integer-valued autoregressive process with actuarial applications
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Cites work
- Allowing for time and cross dependence assumptions between claim counts in ratemaking models
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- Heterogeneous INAR(1) model with application to car insurance
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- Modelling Count Data Time Series with Markov Processes Based on Binomial Thinning
- Multivariate distributions with time and cross-dependence: aggregation and capital allocation
- On the analysis of a discrete-time risk model with INAR(1) processes
- Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process
- Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations
- Risk models based on time series for count random variables
- Ruin-based risk measures in discrete-time risk models
- Some ARMA models for dependent sequences of poisson counts
- The combined \(\mathrm{INAR}(p)\) models for time series of counts
- THE INTEGER-VALUED AUTOREGRESSIVE (INAR(p)) MODEL
- Thinning operations for modeling time series of counts -- a survey
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