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Compound Poisson-Lindley process with Sarmanov dependence structure and its application for premium-based spectral risk forecasting

Khreshna Syuhada, Venansius Tjahjono, Arief Hakim. Compound Poisson-Lindley process with Sarmanov dependence structure and its application for premium-based spectral risk forecasting. Applied Mathematics and Computation, 467:128492, April 2024. [doi]

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