Allowing for time and cross dependence assumptions between claim counts in ratemaking models

FIRST‐ORDER INTEGER‐VALUED AUTOREGRESSIVE (INAR(1)) PROCESS

Mohamed Alosh, Abdulhamid A. Alzaid · Journal of Time Series Analysis · 1987 · 934 citations

Engineering, Innovation Management, Econometrics +16

Discrete Analogues of Self-Decomposability and Stability

F. W. Steutel, K. van Harn · The Annals of Probability · 1979 · 866 citations · Full text

Natural Sciences, Mathematics, Discrete Mathematics +10

Bivariate Discrete Distributions

Michael E. Welch, S. Kocherlakota, Kathleen Kocherlakota · Technometrics · 1993 · 332 citations

A bivariate INAR(1) process with application

Xanthi Pedeli, Dimitris Karlis · Statistical Modelling · 2011 · 149 citations

Business, Risk Management, Econometrics +16

Some properties of multivariate INAR(1) processes

Xanthi Pedeli, Dimitris Karlis · Computational Statistics & Data Analysis · 2013 · 103 citations

Engineering, Electrical Engineering, Stochastic Processes +7