Risk aggregation based on the Poisson INAR(1) process with periodic structure

DOI10.1007/S10986-018-9412-5zbMath1407.62395OpenAlexW2900100140WikidataQ128912757 ScholiaQ128912757MaRDI QIDQ1728126

Mi Chen, Nannan Yuan, Xiang Hu

Publication date: 22 February 2019

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-018-9412-5

zbMATH Keywords

periodic structuredependenceaggregate claimsPoisson INAR(1) process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (2)

On some periodic INARMA(p,q) models ⋮ On the evaluation of risk models with bivariate integer-valued time series

Cites Work

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