On the evaluation of risk models with bivariate integer-valued time series (Q2058429)
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scientific article; zbMATH DE number 7441576
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| default for all languages | No label defined |
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| English | On the evaluation of risk models with bivariate integer-valued time series |
scientific article; zbMATH DE number 7441576 |
Statements
On the evaluation of risk models with bivariate integer-valued time series (English)
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9 December 2021
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bivariate risk model
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aggregate claim amount
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dependence
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Poisson BINMA(1) process
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Poisson BINAR(1) process
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0.8517773747444153
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0.8369271755218506
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0.8227816224098206
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0.8127315640449524
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