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) |