A discrete-time risk model with Poisson ARCH claim-number process
type: Item
instance of: scholarly article
title: A discrete-time risk model with Poisson ARCH claim-number process
DOI: 10.1080/03610926.2019.1594296
author: Jiahui Li
author: Mi Chen
author: Kam Chuen Yuen
publication date: 2022-05-18T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7528935
zbMATH Keywords: adjustment coefficient
zbMATH Keywords: discrete-time risk model
zbMATH Keywords: integer-valued time series
zbMATH Keywords: Poisson ARCH process
zbMATH Keywords: ruin probability
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610926.2019.1594296
OpenAlex ID: W2759256623
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published in: Communications in Statistics: Theory and Methods
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description: scientific article; zbMATH DE number 7528935