Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process (Q5077477)
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scientific article; zbMATH DE number 7528936
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| English | Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process |
scientific article; zbMATH DE number 7528936 |
Statements
Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process (English)
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18 May 2022
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dependence
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overdispersion
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compound Poisson distribution
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INAR(1) process
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discounted aggregate claim amount
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0.9274151
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0.8809799
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0.87717944
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0.87473893
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0.87378705
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0.8720143
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0.8716059
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0.8665676
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