A discrete-time risk model with Poisson ARCH claim-number process
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Publication:5077476
DOI10.1080/03610926.2019.1594296OpenAlexW2759256623MaRDI QIDQ5077476
Mi Chen, Jiahui Li, Kam-Chuen Yuen
Publication date: 18 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1594296
ruin probabilityadjustment coefficientdiscrete-time risk modelPoisson ARCH processinteger-valued time series
Cites Work
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