Bidimensional discrete-time risk models based on bivariate claim count time series (Q2017440)
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scientific article; zbMATH DE number 6417996
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| English | Bidimensional discrete-time risk models based on bivariate claim count time series |
scientific article; zbMATH DE number 6417996 |
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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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0.9085526
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0.8931086
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0.88134676
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0.8637897
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0.86229175
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0.85139406
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0.8498602
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0.84981287
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0.84962577
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