Compound Poisson–Lindley process with Sarmanov dependence structure and its application for premium-based spectral risk forecasting
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DOI: 10.1016/j.amc.2023.128492
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Keywords
Collective risk model; Dependent claim frequency and severity; Compound Poisson–Lindley process; Sarmanov distribution; Overdispersion; Spectral risk measure;All these keywords.
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