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ArticleA new discrete distribution with actuarial applications

Emilio Gómez–Déniz2011

Article2011

A new discrete distribution with actuarial applications

Emilio Gómez–Déniz · José Marı́a Sarabia · Enrique Calderín–Ojeda

35 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Probability and Statistical Research Statistical Distribution Estimation and Applications

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References

1999Loss Models: From Data to Decisions 1981Recursive Evaluation of a Family of Compound Distributions 1987The Poisson-Inverse Gaussian distribution as an alternative to the negative binomial 1999Loss Models: from Data to Decisions. By Stuart Klugman, Harry Panjer and Gordon Willmot [John Wiley & Sons, New York, 1998]1986Mixed Compound Poisson Distributions 2009Recursions for Convolutions and Compound Distributions with Insurance Applications 2011On recursive evaluation of mixed poisson probabilities and related quantities 2007Univariate and multivariate versions of the negative binomial-inverse Gaussian distributions with applications

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Year2011

Typearticle

Published2011-02-03

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations35

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.insmatheco.2011.01.007

openalex_workW1983716031

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