Compound Poisson–Lindley process with Sarmanov dependence structure and its application for premium-based spectral risk forecasting

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Bibliographic Details
Published in:Applied mathematics and computation 2024-04, Vol.467, p.128492, Article 128492
Main Authors: Syuhada, Khreshna, Tjahjono, Venansius, Hakim, Arief
Format: Article
Language:English
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ISSN:0096-3003
DOI:10.1016/j.amc.2023.128492