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Positivity properties of the ARFIMA specifications and credibility analysis of frequency risks
Pinquet, Jean - In: Insurance / Mathematics & economics 95 (2020), pp. 159-165
Persistent link: https://www.econbiz.de/10012419278
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Poisson models with dynamic random effects and nonnegative credibilities per period
Pinquet, Jean - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 585-618
Persistent link: https://www.econbiz.de/10012243387