Modeling and Generating Dependent Risk Processes for IRM and DFA

DOI10.2143/AST.34.2.505147zbMath1159.91410OpenAlexW4253439419MaRDI QIDQ5490569

Johanna G. Nešlehová, Dietmar Pfeifer

Publication date: 4 October 2006

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.34.2.505147

Mathematics Subject Classification ID

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Cites Work

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• Properties and applications of the sarmanov family of bivariate distributions
• The Poisson Correlation Function
• BAYESIAN ANALYSIS FOR THE SUPERPOSITION OF TWO DEPENDENT NONHOMOGENEOUS POISSON PROCESSES

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