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

DOI10.1016/J.AMC.2023.128492MaRDI QIDQ6130165FDOQ6130165

Author name not available (Why is that?), Venansius R. Tjahjono, K. I. A. Syuhada

Publication date: 18 April 2024

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

collective risk model overdispersion spectral risk measure compound Poisson-Lindley process dependent claim frequency and severity sarmanov distribution

Mathematics Subject Classification ID

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

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