Pages that link to "Item:Q3569709"

The following pages link to Discrete-Time Risk Models Based on Time Series for Count Random Variables (Q3569709):

Displaying 16 items.

• Precise large deviations of aggregate claims in a discrete-time risk model with Poisson ARCH claim-number process (Q289963) (← links)
• Ruin probability in a correlated aggregate claims model with common Poisson shocks: application to reinsurance (Q340114) (← links)
• Adjustment coefficient for risk processes in some dependent contexts (Q429976) (← links)
• Ruin-based risk measures in discrete-time risk models (Q784443) (← 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)
• Parameter estimation and diagnostic tests for INMA(1) processes (Q2177732) (← 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)