From: Bidimensional discrete-time risk models based on bivariate claim count time series
\(\boldsymbol{(\alpha_{1},\alpha_{2})}\) | 0 | 0.25 | 0.5 | 0.75 | 1 | |
---|---|---|---|---|---|---|
\((t^{*},s^{*})\) | 0 | (0.2279,0.8665) | (0.2483,0.7304) | (0.2618,0.6692) | (0.2735,0.6319) | (0.2839,0.6061) |
0.25 | (0.1633,0.8835) | (0.1802,0.7474) | (0.1907,0.6865) | (0.1998,0.6496) | (0.2078,0.6242) | |
0.5 | (0.1265,0.8938) | (0.1413,0.7577) | (0.1500,0.6972) | (0.1573,0.6606) | (0.1637,0.6355) | |
0.75 | (0.1016,0.9014) | (0.1147,0.7653) | (0.1219,0.7052) | (0.1279,0.6689) | (0.1332,0.6442) | |
1 | (0.0832,0.9073) | (0.0950,0.7714) | (0.1010,0.7116) | (0.1058,0.6757) | (0.1101,0.6513) |