On the evaluation of risk models with bivariate integer-valued time series
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Publication:2058429
DOI10.1007/s10986-021-09537-6zbMath1480.62174OpenAlexW3203236967MaRDI QIDQ2058429
Publication date: 9 December 2021
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-021-09537-6
aggregate claim amountdependencebivariate risk modelPoisson BINAR(1) processPoisson BINMA(1) process
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Risk models (general) (91B05)
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