Risk aggregation based on the Poisson INAR(1) process with periodic structure
DOI10.1007/S10986-018-9412-5zbMATH Open1407.62395OpenAlexW2900100140WikidataQ128912757 ScholiaQ128912757MaRDI QIDQ1728126FDOQ1728126
Mi Chen, Nannan Yuan, Xiang Hu
Publication date: 22 February 2019
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-018-9412-5
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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