On the analysis of a discrete-time risk model with INAR(1) processes
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Publication:5083403
DOI10.1080/03461238.2021.1937305zbMATH Open1492.91293OpenAlexW3170143965MaRDI QIDQ5083403FDOQ5083403
Authors: Guohui Guan, Xiang Hu 
Publication date: 20 June 2022
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2021.1937305
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Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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- Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations
Cited In (5)
- Risk aggregation based on the Poisson INAR(1) process with periodic structure
- Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations
- Change-point analysis for binomial autoregressive model with application to price stability counts
- Discrete-time risk models on time series for count random variables
- A combined integer-valued autoregressive process with actuarial applications
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