Pages that link to "Item:Q2276203"

The following pages link to Risk models based on time series for count random variables (Q2276203):

Displaying 17 items.

• Ruin probability in a correlated aggregate claims model with common Poisson shocks: application to reinsurance (Q340114) (← links)
• Risk aggregation based on the Poisson INAR(1) process with periodic structure (Q1728126) (← links)
• Bidimensional discrete-time risk models based on bivariate claim count time series (Q2017440) (← links)
• On the evaluation of risk models with bivariate integer-valued time series (Q2058429) (← links)
• Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts (Q2111966) (← links)
• A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts (Q2131905) (← links)
• Parameter estimation and diagnostic tests for INMA(1) processes (Q2177732) (← links)
• Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes (Q2322042) (← links)
• \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment (Q2358890) (← links)
• Copula models for insurance claim numbers with excess zeros and time-dependence (Q2427825) (← links)
• Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process (Q4576906) (← links)
• Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations (Q4583611) (← links)
• A discrete-time risk model with Poisson ARCH claim-number process (Q5077476) (← links)
• Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process (Q5077477) (← links)
• On the analysis of a discrete-time risk model with INAR(1) processes (Q5083403) (← links)
• An Approximation Model of the Collective Risk Model with INAR(1) Claim Process (Q5177622) (← links)
• MULTIVARIATE DISTRIBUTIONS WITH TIME AND CROSS-DEPENDENCE: AGGREGATION AND CAPITAL ALLOCATION (Q5866183) (← links)