Compound Poisson-Lindley process with sarmanov dependence structure and its application for premium-based spectral risk forecasting

DOI10.1016/J.AMC.2023.128492MaRDI QIDQ6130165FDO

Authors K. I. A. Syuhada, Venansius R. Tjahjono

Publication date 18 April 2024

Published in Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

collective risk modeloverdispersionspectral risk measurecompound Poisson-Lindley processdependent claim frequency and severitysarmanov distribution

Mathematics Subject Classification ID

Applications of statistics (62Pxx) Actuarial science and mathematical finance (91Gxx) Mathematical economics (91Bxx)

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