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Table 2 The adjustment coefficient \(\pmb{(t^{*},s^{*})}\) of \(\pmb{\Psi_{\mathrm{max}}}\) for model \(\pmb{\operatorname{BPAR}(1)}\)

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

0.95

\((t^{*},s^{*})\)

0

(0.2279,0.8665)

(0.2674,0.6271)

(0.3142,0.3926)

(0.3671,0.1718)

(0.4004,0.0264)

0.25

(0.1386,0.8914)

(0.1709,0.6499)

(0.2116,0.4111)

(0.2620,0.1860)

(0.2991,0.0273)

0.5

(0.0611,0.9172)

(0.0833,0.6570)

(0.1139,0.4333)

(0.1571,0.1963)

(0.1974,0.0289)

0.75

(0.0067,0.9405)

(0.0158,0.7000)

(0.0306,0.4586)

(0.0570,0.2160)

(0.0943,0.0328)

0.95

(0.0000,0.9444)

(0.0000,0.7083)

(0.0000,0.4722)

(0.0001,0.2360)

(0.0114,0.0433)