An approximation model of the collective risk model with INAR(1) claim process (Q5177622)
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scientific article; zbMATH DE number 6414181
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| English | An approximation model of the collective risk model with INAR(1) claim process |
scientific article; zbMATH DE number 6414181 |
Statements
An Approximation Model of the Collective Risk Model with INAR(1) Claim Process (English)
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13 March 2015
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INAR(1)
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adjustmment coefficient
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approximate model
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upper bound of ruin probability
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0.8021352291107178
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0.7994614243507385
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0.7944731712341309
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0.7907145023345947
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