Discrete-time risk models on time series for count random variables (Q3569709)
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scientific article; zbMATH DE number 5723972
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| English | Discrete-time risk models on time series for count random variables |
scientific article; zbMATH DE number 5723972 |
Statements
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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0.8880349397659302
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0.8410759568214417
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0.834069013595581
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0.8269950151443481
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