Table 4 The adjustment coefficient \(\pmb{t^{*}}\) of \(\pmb{t^{*}}\) of \(\pmb{\Psi_{\mathrm{sum}}}\) 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 | |
|---|---|---|---|---|---|---|
\(t^{*}\) | 0 | 0.3922 | 0.3999 | 0.3565 | 0.2182 | 0.0468 |
0.25 | 0.2855 | 0.2994 | 0.2947 | 0.2070 | 0.0467 | |
0.5 | 0.1707 | 0.1851 | 0.1996 | 0.1782 | 0.0463 | |
0.75 | 0.0686 | 0.0751 | 0.0854 | 0.0998 | 0.0447 | |
0.95 | 0.0096 | 0.0100 | 0.0108 | 0.0128 | 0.0200 |