Discrete-Time Risk Models Based on Time Series for Count Random Variables (Q3569709)

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Discrete-Time Risk Models Based on Time Series for Count Random Variables
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    Discrete-Time Risk Models Based on Time Series for Count Random Variables (English)
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    21 June 2010
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    discrete-time risk model
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    Poisson MA(1) process
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    Poisson AR(1) process
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    Markov Bernoulli process
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    Markovian environment
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    Lundberg coefficient
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