An approximation model of the collective risk model with INAR(1) claim process
DOI10.1080/03610926.2012.729636zbMATH Open1308.62178OpenAlexW2035623448MaRDI QIDQ5177622FDOQ5177622
Authors: Haifang Shi, Dehui Wang 
Publication date: 13 March 2015
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2012.729636
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Cites Work
- Discrete analogues of self-decomposability and stability
- Discrete-time risk models on time series for count random variables
- Dependence properties and bounds for ruin probabilities in multivariate compound risk models
- Risk models based on time series for count random variables
- Asymptotic ruin probabilities for risk processes with dependent increments.
- Ruin probabilities in the discrete time renewal risk model
- Rough descriptions of ruin for a general class of surplus processes
- Inequalities for the ruin probability in a controlled discrete-time risk process
- Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest.
- Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times
Cited In (8)
- Title not available (Why is that?)
- Estimation and testing for the integer-valued threshold autoregressive models based on negative binomial thinning
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued autoregressive processes
- Generalized Poisson integer-valued autoregressive processes with structural changes
- Random coefficients integer-valued threshold autoregressive processes driven by logistic regression
- Asymptotic inference for moderate deviations from a unit root of nearly unstable INAR(1) processes
- Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process
- Threshold autoregression analysis for finite-range time series of counts with an application on measles data
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