scientific article; zbMATH DE number 6611158

DOI10.3969/J.ISSN.1001-4268.2015.06.001zbMATH Open1349.91154MaRDI QIDQ2992259FDOQ2992259

Authors: Haifang Shi, Dehui Wang 

Publication date: 10 August 2016

Title of this publication is not available (Why is that?)

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zbMATH Keywords

risk modelruin probabilityadjustment coefficient

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (3)

• Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations
• Finite-time ruin probability for risk model based on NGINAR(1)
• An approximation model of the collective risk model with INAR(1) claim process

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