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Ruin related quantities in a risk model based on time series for count data
Ruin related quantities in a risk model based on time series for count data This abstract describes ... considers various specifications of the general discrete time risk model in which a serial dependence ...- Authors: Etienne Marceau, HELENE COSSETTE, Florent Toureille, Veronique Maume-Deschamps
- Date: Jul 2010
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Forecasting