From: Bidimensional discrete-time risk models based on bivariate claim count time series
α
0
0.25
0.5
0.75
1
\(\operatorname{VaR}_{S_{5}}(0.90)\)
15.98
20.60
24.10
30.20
35.28
\(\operatorname{VaR}_{S_{5}}(0.95)\)
18.12
23.21
28.40
33.68
39.05