Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations
Year of publication: |
February-June 2018
|
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Authors: | Hu, Xiang ; Lianzeng, Zhang ; Sun, Weiwei |
Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2018, 5, p. 412-425
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Subject: | Dependence structure | INMA (1) process | compound Poisson distributed innovations | aggregate claim amount | adjustment coefficient | Theorie | Theory | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Innovation |
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