Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations
Xiang Hu, Lianzeng Zhang and Weiwei Sun
| Year of publication: |
February-June 2018
|
|---|---|
| Authors: | Hu, Xiang ; Lianzeng, Zhang ; Sun, Weiwei |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2018, 5, p. 412-425
|
| Subject: | Dependence structure | INMA (1) process | compound Poisson distributed innovations | aggregate claim amount | adjustment coefficient | Theorie | Theory | Stochastischer Prozess | Stochastic process | Innovation | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011881460