A discrete-time risk model with Poisson ARCH claim-number process (Q5077476)
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scientific article; zbMATH DE number 7528935
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A discrete-time risk model with Poisson ARCH claim-number process |
scientific article; zbMATH DE number 7528935 |
Statements
A discrete-time risk model with Poisson ARCH claim-number process (English)
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18 May 2022
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adjustment coefficient
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discrete-time risk model
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integer-valued time series
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Poisson ARCH process
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ruin probability
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0.9133837
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0.88722223
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0.87284786
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0.87159926
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0.87056816
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0.8654613
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