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On evaluation of the Delaporte distribution and related distributions
8 references·0 citing·24 second hop
On evaluation of the Delaporte distribution and related distributions (1989)On evaluation of the Delaporte distributi…Scandinavian Actuarial Journal (2008)Scandinavian Actuarial JournalSundt and Jewell's Family of Discrete Distributions (1988)Sundt and Jewell's Family of …On A Model for the Claim Number Process (1988)On A Model for the Claim Numb…The Poisson-Inverse Gaussian distribution as an alternative to the negative binomial (1987)The Poisson-Inverse Gaussian …Mixed Compound Poisson Distributions (1986)Mixed Compound Poisson Distri…Mixed Compound Poisson Distributions (1986)Mixed Compound Poisson Distri…An introduction to non-life insurance mathematics (1984)An introduction to non-life i…Further Results on Recursive Evaluation of Compound Distributions (1981)Further Results on Recursive …Mathematical Methods in Risk Theory (1970)Mathematical Methods in Risk Theory. (1971)Recursive Evaluation of a Family of Compound Distributions (1981)Risk Theory with the Gamma Process (1991)An Actuarial Index of the Right-Tail Risk (1998)AGGREGATION OF CORRELATED RISK PORTFOLIOS: MODELS AND ALGORITHMS (1999)Queueing Systems. Volume 1: Theory (1975)Queueing Systems Volume 1: Theory. (1976)On recursive evaluation of mixed poisson probabilities and related quantities (2011)Stochastic Theory of a Risk Business (1970)A New Distribution of Poisson-Type for the Number of Claims (1997)Self-Annuitization and Ruin in Retirement (2000)Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin (2004)The Private Market for Long‐Term Care Insurance in the United States: A Review of the Evidence (2009)Non-Life Insurance Pricing with Generalized Linear Models (2010)The total claims distribution under inflationary conditions (1989)An Extension of Panjer's Recursion (2002)Recursive evaluation of aggregate claims distributions (2002)On some Extensions of Panjer's Class of Counting Distributions (1992)Panjer recursion versus FFT for compound distributions (2008)Equilibrium compound distributions and stop-loss moments (2005)A new discrete distribution with actuarial applications (2011)Present value distributions with applications to ruin theory and stochastic equations (1997)Optimal proportional reinsurance policies for diffusion models with transaction costs (1998)
this work references cited by second hop

References

  • 2008Scandinavian Actuarial Journal261 cited
  • 1981Further Results on Recursive Evaluation of Compound Distributions201 cited
  • 1987The Poisson-Inverse Gaussian distribution as an alternative to the negative binomial191 cited
  • 1984An introduction to non-life insurance mathematics102 cited
  • 1986Mixed Compound Poisson Distributions83 cited
  • 1988Sundt and Jewell's Family of Discrete Distributions71 cited
  • 1986Mixed Compound Poisson Distributions51 cited
  • 1988On A Model for the Claim Number Process38 cited

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