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Risk analysis of the copula dependent aggregate discounted claims with Weibull inter-arrival time by Siti Norafidah Mohd Ramli, Sharifah Farah Syed Yusoff Alhabshi, Nur Atikah Mohamed Rozali

Published 2021
“…We model the recursive moments of aggregate discounted claims, assuming the inter-claim arrival time follows a Weibull distribution to accommodate overdispersed and underdispersed data set. …”

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