An Approximation Model of the Collective Risk Model with INAR(1) Claim Process

Publisher： Taylor & Francis Ltd

E-ISSN： 1532-415X|43|24|5305-5317

ISSN： 0361-0926

Source： Communications in Statistics: Theory and Methods, Vol.43, Iss.24, 2014-12, pp. : 5305-5317

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

On a Generalization of the Risk Model with Markovian Claim Arrivals

By Cheung Eric C. K.  

Stochastic Models, Vol. 27, Iss. 3, 2011-07 ,pp. : 407-430

Taylor & Francis Ltd

Access to resources Recommend Favorite

Inference for Random Coefficient INAR(1) Process Based on Frequency Domain Analysis

By Zhang Haixiang   Wang Dehui  

Communications in Statistics: Simulation and Computation, Vol. 44, Iss. 4, 2015-04 ,pp. : 1078-1100

Taylor & Francis Ltd

Access to resources Recommend Favorite

A bivariate model of claim frequencies and severities

By Escarela Gabriel   Carriére Jacques F.  

Journal of Applied Statistics, Vol. 33, Iss. 8, 2006-09 ,pp. : 867-883

Taylor & Francis Ltd

Access to resources Recommend Favorite

On Estimation of the Bivariate Poisson INAR Process

By Pedeli Xanthi   Karlis Dimitris  

Communications in Statistics: Simulation and Computation, Vol. 42, Iss. 3, 2013-03 ,pp. : 514-533

Taylor & Francis Ltd

Access to resources Recommend Favorite

Fully observed INAR(1) processes

By Weiß Christian H.  

Journal of Applied Statistics, Vol. 39, Iss. 3, 2012-03 ,pp. : 581-598

Taylor & Francis Ltd

Access to resources Recommend Favorite