From: Bidimensional discrete-time risk models based on bivariate claim count time series
α
0
0.25
0.5
0.75
0.95
\(\operatorname{VaR}_{S_{3}}(0.90)\)
10.65
13.60
17.42
22.41
27.33
\(\operatorname{VaR}_{S_{3}}(0.95)\)
12.46
15.75
20.11
25.60
30.93