On the analysis of a discrete-time risk model with INAR(1) processes

DOI10.1080/03461238.2021.1937305zbMATH Open1492.91293OpenAlexW3170143965MaRDI QIDQ5083403FDOQ5083403

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

zbMATH Keywords

overdispersionzero inflationmixed Erlang distributionINAR(1) processdiscounted aggregate claims

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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Cited In (2)

• Change-point analysis for binomial autoregressive model with application to price stability counts
• A combined integer-valued autoregressive process with actuarial applications

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