Bidimensional discrete-time risk models based on bivariate claim count time series (Q2017440)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bidimensional discrete-time risk models based on bivariate claim count time series |
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Bidimensional discrete-time risk models based on bivariate claim count time series (English)
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20 March 2015
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bidimensional discrete-time risk model
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adjustment coefficient
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bivariate Poisson \(\operatorname{MA}(1)\)
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bivariate Poisson \(\operatorname{AR}(1)\)
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large deviations
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ruin probability
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value-at-risk
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