Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations (Q4583611)
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scientific article; zbMATH DE number 6930170
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| English | Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations |
scientific article; zbMATH DE number 6930170 |
Statements
Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations (English)
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31 August 2018
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dependence structure
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INMA(1) process
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compound Poisson distributed innovations
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aggregate claim amount
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adjustment coefficient
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0.8875546455383301
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0.8734787702560425
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0.8556475639343262
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0.839374303817749
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