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Exponential and scale mixtures and equilibrium distributions
5 references·1 citing·19 second hop
Exponential and scale mixtures and equilibrium distributions (1998)Exponential and scale mixtures and equili…On recursive evaluation of mixed poisson probabilities and related quantities (2011)On recursive evaluation of mi…Insurance pricing and increased limits ratemaking by proportional hazards transforms (1995)Insurance pricing and increas…Insurance Risk Models (1994)Insurance Risk ModelsLoss Distributions (1984)Loss DistributionsAn introduction to mathematical risk theory (1979)An introduction to mathematic…Equilibrium compound distributions and stop-loss moments (2005)Equilibrium compound distribu…Loss Models: From Data to Decisions (1999)Stochastic Processes for Insurance & Finance (1999)Lundberg Approximations for Compound Distributions with Insurance Applications (2001)Mathematical Methods in Risk Theory (1970)Stochastic Modelling and Analysis: A Computational Approach. (1987)Ordering claim size distributions and mixed Poisson probabilities (1995)Recursions for certain bivariate counting distributions and their compound distributions (1996)Recursive evaluation of aggregate claims distributions (2002)Option pricing by Esscher transforms. (1995)Premium Calculation by Transforming the Layer Premium Density (1996)On the Time Value of Ruin (1998)Insurance Risk and Ruin (2005)Risk measures and comonotonicity (2006)New Measures for Performance Evaluation (2008)The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (1997)On a risk model with dependence between interclaim arrivals and claim sizes (2006)A synthesis of risk measures for capital adequacy (1999)Application of Coherent Risk Measures to Capital Requirements in Insurance (1999)Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling (2003)
this work references cited by second hop

References

  • 1979An introduction to mathematical risk theory914 cited
  • 1995Insurance pricing and increased limits ratemaking by proportional hazards transforms338 cited
  • 1994Insurance Risk Models276 cited
  • 1984Loss Distributions245 cited
  • 2011On recursive evaluation of mixed poisson probabilities and related quantities68 cited

Cited by

  • 2005Equilibrium compound distributions and stop-loss moments37 cited

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