scientific article
From MaRDI portal
Publication:3566024
zbMath1192.91121MaRDI QIDQ3566024
Wai Keung Li, Lai Mei Wan, Kam-Chuen Yuen
Publication date: 7 June 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
time seriesadjustment coefficientbivariate exponential distributiondiscrete-time risk modelmultivariate autoregressive modelultimate ruin probabilitybivariate gamma distribution
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (2)
A discrete-time risk model with Poisson ARCH claim-number process ⋮ A time-series risk model with constant interest for dependent classes of business
This page was built for publication:
