Compound Poisson-Lindley process with sarmanov dependence structure and its application for premium-based spectral risk forecasting (Q6130165)
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scientific article; zbMATH DE number 7834035
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| English | Compound Poisson-Lindley process with sarmanov dependence structure and its application for premium-based spectral risk forecasting |
scientific article; zbMATH DE number 7834035 |
Statements
Compound Poisson-Lindley process with sarmanov dependence structure and its application for premium-based spectral risk forecasting (English)
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18 April 2024
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collective risk model
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dependent claim frequency and severity
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compound Poisson-Lindley process
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sarmanov distribution
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overdispersion
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spectral risk measure
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