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A combined integer-valued autoregressive process with actuarial applications (Q6664888)

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scientific article; zbMATH DE number 7968695
Language Label Description Also known as
English
A combined integer-valued autoregressive process with actuarial applications
scientific article; zbMATH DE number 7968695

    Statements

    title
    A combined integer-valued autoregressive process with actuarial applications (English)
    0 references
    author
    Xiang Hu
    0 references
    Jing Yao
    0 references
    publication date
    16 January 2025
    0 references
    zbMATH Keywords
    modified CINAR process
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    higher-order dependence
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    risk aggregation
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    tail-related risk measures
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    credibility model
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    predictive premium
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    cites work
    Q5609896
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    Q4230625
    0 references
    Q4416762
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    Identifiers

    Mathematics Subject Classification ID
    62Mxx
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    91Bxx
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    62Pxx
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    zbMATH DE Number
    7968695
    0 references
     
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