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An Approximation Model of the Collective Risk Model with INAR(1) Claim Process - MaRDI portal

An Approximation Model of the Collective Risk Model with INAR(1) Claim Process (Q5177622)

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scientific article; zbMATH DE number 6414181
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English
An Approximation Model of the Collective Risk Model with INAR(1) Claim Process
scientific article; zbMATH DE number 6414181

    Statements

    An Approximation Model of the Collective Risk Model with INAR(1) Claim Process (English)
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    13 March 2015
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    INAR(1)
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    adjustmment coefficient
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    approximate model
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    upper bound of ruin probability
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