On the evaluation of risk models with bivariate integer-valued time series
type: Item
instance of: scholarly article
title: On the evaluation of risk models with bivariate integer-valued time series
zbMATH Open document ID: 1480.62174
author: Mi Chen
author: Xiang Hu
published in: Lithuanian Mathematical Journal
publication date: 2021-12-09T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B05
zbMATH DE Number: 7441576
zbMATH Keywords: bivariate risk model
zbMATH Keywords: aggregate claim amount
zbMATH Keywords: dependence
zbMATH Keywords: Poisson BINMA(1) process
zbMATH Keywords: Poisson BINAR(1) process
MaRDI profile type: Publication
full work available at URL: s10986-021-09537-6
OpenAlex ID: W3203236967
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DOI: 10.1007/S10986-021-09537-6
description: scientific article; zbMATH DE number 7441576