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
Guan, Guohui; Hu, Xiang On the analysis of a discrete-time risk model with INAR(1) processes. (English) Zbl 1492.91293 Scand. Actuar. J. 2022, No. 2, 115-138 (2022). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{G. Guan} and \textit{X. Hu}, Scand. Actuar. J. 2022, No. 2, 115--138 (2022; Zbl 1492.91293) Full Text: DOI
Hu, Xiang; Zhang, Lianzeng Multivariate distributions with time and cross-dependence: aggregation and capital allocation. (English) Zbl 1492.91297 ASTIN Bull. 52, No. 2, 669-706 (2022). MSC: 91G05 62P05 62H10 PDFBibTeX XMLCite \textit{X. Hu} and \textit{L. Zhang}, ASTIN Bull. 52, No. 2, 669--706 (2022; Zbl 1492.91297) Full Text: DOI
Chen, Mi; Hu, Xiang On the evaluation of risk models with bivariate integer-valued time series. (English) Zbl 1480.62174 Lith. Math. J. 61, No. 4, 425-444 (2021). MSC: 62M10 62H12 62P05 91B05 PDFBibTeX XMLCite \textit{M. Chen} and \textit{X. Hu}, Lith. Math. J. 61, No. 4, 425--444 (2021; Zbl 1480.62174) Full Text: DOI
Chen, Mi; Hu, Xiang Risk aggregation with dependence and overdispersion based on the compound Poisson INAR(1) process. (English) Zbl 1511.91036 Commun. Stat., Theory Methods 49, No. 16, 3985-4001 (2020). MSC: 91B05 62M10 62P05 PDFBibTeX XMLCite \textit{M. Chen} and \textit{X. Hu}, Commun. Stat., Theory Methods 49, No. 16, 3985--4001 (2020; Zbl 1511.91036) Full Text: DOI
Li, Jiahui; Yuen, Kam Chuen; Chen, Mi A discrete-time risk model with Poisson ARCH claim-number process. (English) Zbl 1511.91038 Commun. Stat., Theory Methods 49, No. 16, 3965-3984 (2020). MSC: 91B05 62M10 62P05 PDFBibTeX XMLCite \textit{J. Li} et al., Commun. Stat., Theory Methods 49, No. 16, 3965--3984 (2020; Zbl 1511.91038) 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
Aleksandrov, Boris; Weiß, Christian H. Parameter estimation and diagnostic tests for INMA(1) processes. (English) Zbl 1460.62142 Test 29, No. 1, 196-232 (2020). MSC: 62M10 62F03 62F10 62J20 60G10 PDFBibTeX XMLCite \textit{B. Aleksandrov} and \textit{C. H. Weiß}, Test 29, No. 1, 196--232 (2020; Zbl 1460.62142) Full Text: DOI
Weiß, Christian H.; Aleksandrov, Boris Model diagnostics for Poisson INARMA processes using bivariate dispersion indexes. (English) Zbl 1426.62268 J. Stat. Theory Pract. 13, No. 2, Paper No. 26, 28 p. (2019). MSC: 62M10 62H15 62F05 PDFBibTeX XMLCite \textit{C. H. Weiß} and \textit{B. Aleksandrov}, J. Stat. Theory Pract. 13, No. 2, Paper No. 26, 28 p. (2019; Zbl 1426.62268) Full Text: DOI
Yuan, Nannan; Hu, Xiang; Chen, Mi Risk aggregation based on the Poisson INAR(1) process with periodic structure. (English) Zbl 1407.62395 Lith. Math. J. 58, No. 4, 505-515 (2018). MSC: 62P05 62M10 PDFBibTeX XMLCite \textit{N. Yuan} et al., Lith. Math. J. 58, No. 4, 505--515 (2018; Zbl 1407.62395) Full Text: DOI
Hu, Xiang; Zhang, Lianzeng; Sun, Weiwei Risk model based on the first-order integer-valued moving average process with compound Poisson distributed innovations. (English) Zbl 1416.91190 Scand. Actuar. J. 2018, No. 5, 412-425 (2018). MSC: 91B30 62P05 62M10 PDFBibTeX XMLCite \textit{X. Hu} et al., Scand. Actuar. J. 2018, No. 5, 412--425 (2018; Zbl 1416.91190) Full Text: DOI
Hu, Xiang; Zhang, Lianzeng Ruin probability in a correlated aggregate claims model with common Poisson shocks: application to reinsurance. (English) Zbl 1349.91141 Methodol. Comput. Appl. Probab. 18, No. 3, 675-689 (2016). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{X. Hu} and \textit{L. Zhang}, Methodol. Comput. Appl. Probab. 18, No. 3, 675--689 (2016; Zbl 1349.91141) Full Text: DOI
Zhang, Lianzeng; Hu, Xiang; Duan, Baige Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process. (English) Zbl 1401.91213 Scand. Actuar. J. 2015, No. 5, 455-467 (2015). MSC: 91B30 62F05 PDFBibTeX XMLCite \textit{L. Zhang} et al., Scand. Actuar. J. 2015, No. 5, 455--467 (2015; Zbl 1401.91213) 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
Kim, Jerim; Kim, Bara; Kim, Hwa-Sung \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment. (English) Zbl 1364.60113 J. Ind. Manag. Optim. 8, No. 4, 909-924 (2012). MSC: 60K25 91B30 60K37 PDFBibTeX XMLCite \textit{J. Kim} et al., J. Ind. Manag. Optim. 8, No. 4, 909--924 (2012; Zbl 1364.60113) Full Text: DOI
Zhao, Xiaobing; Zhou, Xian Copula models for insurance claim numbers with excess zeros and time-dependence. (English) Zbl 1235.91113 Insur. Math. Econ. 50, No. 1, 191-199 (2012). MSC: 91B30 62P05 62H20 PDFBibTeX XMLCite \textit{X. Zhao} and \textit{X. Zhou}, Insur. Math. Econ. 50, No. 1, 191--199 (2012; Zbl 1235.91113) Full Text: DOI