Open AccessRuin probabilities in dependent insurances with autoregressive model
Author(s) -
Elif Makbule Cekici,
Sami Ozcan,
Hasan Durmuş
Publication year - 2018
Publication title -
pressacademia
Language(s) - English
Resource type - Journals
ISSN - 2146-7943
DOI - 10.17261/pressacademia.2018.997
Subject(s) - autoregressive model , econometrics , star model , setar , economics , actuarial science , mathematics , statistics , autoregressive integrated moving average , time series
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