Kang, Yao; Wang, Dehui; Lu, Feilong; Wang, Shuhui Flexible INAR(1) models for equidispersed, underdispersed or overdispersed counts. (English) Zbl 07643163 J. Korean Stat. Soc. 51, No. 4, 1268-1301 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Kang} et al., J. Korean Stat. Soc. 51, No. 4, 1268--1301 (2022; Zbl 07643163) Full Text: DOI
Kang, Yao; Wang, Dehui; Cheng, Jianhua Risk models based on copulas for premiums and claim sizes. (English) Zbl 07533665 Commun. Stat., Theory Methods 50, No. 10, 2250-2269 (2021). MSC: 60J65 62P05 62-XX PDFBibTeX XMLCite \textit{Y. Kang} et al., Commun. Stat., Theory Methods 50, No. 10, 2250--2269 (2021; Zbl 07533665) Full Text: DOI
Kang, Yao; Wang, Dehui; Yang, Kai; Zhang, Yulin A new thinning-based \(\mathrm{INAR}(1)\) process for underdispersed or overdispersed counts. (English) Zbl 1484.62112 J. Korean Stat. Soc. 49, No. 2, 324-349 (2020). MSC: 62M10 62J20 PDFBibTeX XMLCite \textit{Y. Kang} et al., J. Korean Stat. Soc. 49, No. 2, 324--349 (2020; Zbl 1484.62112) Full Text: DOI
Zhang, Shuo; Wang, Dehui; Yu, Shihang Precise large deviations of aggregate claims in a size-dependent renewal risk model with stopping time claim-number process. (English) Zbl 1362.60026 J. Inequal. Appl. 2017, Paper No. 82, 7 p. (2017). MSC: 60F10 60K05 60G40 91B30 PDFBibTeX XMLCite \textit{S. Zhang} et al., J. Inequal. Appl. 2017, Paper No. 82, 7 p. (2017; Zbl 1362.60026) Full Text: DOI
Ma, Dongxing; Wang, Dehui; Cheng, Jianhua Bidimensional discrete-time risk models based on bivariate claim count time series. (English) Zbl 1308.91091 J. Inequal. Appl. 2015, Paper No. 105, 22 p. (2015). MSC: 91B30 62M10 91B84 60F10 PDFBibTeX XMLCite \textit{D. Ma} et al., J. Inequal. Appl. 2015, Paper No. 105, 22 p. (2015; Zbl 1308.91091) Full Text: DOI
Shi, Haifang; Wang, Dehui An approximation model of the collective risk model with INAR(1) claim process. (English) Zbl 1308.62178 Commun. Stat., Theory Methods 43, No. 24, 5305-5317 (2014). MSC: 62M10 62P05 60G70 PDFBibTeX XMLCite \textit{H. Shi} and \textit{D. Wang}, Commun. Stat., Theory Methods 43, No. 24, 5305--5317 (2014; Zbl 1308.62178) Full Text: DOI