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Recursions for compound phase distributions
9 references·1 citing·28 second hop
Recursions for compound phase distributions (2005)Recursions for compound phase distributio…Recursive evaluation of aggregate claims distributions (2002)Recursive evaluation of aggre…An Extension of Panjer's Recursion (2002)An Extension of Panjer's Recu…Stochastic Processes for Insurance and Finance (2001)Stochastic Processes for Insu…Stochastic Processes for Insurance and Finance (1999)Stochastic Processes for Insu…On Multivariate Panjer Recursions (1999)On Multivariate Panjer Recurs…Loss Models: From Data to Decisions (1999)Loss Models: From Data to Dec…Recursions for certain bivariate counting distributions and their compound distributions (1996)Recursions for certain bivari…On some Extensions of Panjer's Class of Counting Distributions (1992)On some Extensions of Panjer'…Recursive Evaluation of a Family of Compound Distributions (1981)Recursive Evaluation of a Fam…Control charts with random interarrival times between successive samplings (2018)Control charts with random in…An introduction to non-life insurance mathematics (1984)Multivariate risk model of phase type (2005)Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results (2008)Calculation of aggregate loss distributions (2010)Introduction to the Theory of Queues. (1963)An equilibrium characterization of the term structure (1977)Extreme Values, Regular Variation and Point Processes (1987)On minimizing the ruin probability by investment and reinsurance (2002)The application of continuous-time random walks in finance and economics (2005)On the optimal dividend problem for a spectrally negative Lévy process (2007)Insurance Risk Models (1994)Further Results on Recursive Evaluation of Compound Distributions (1981)On recursive evaluation of mixed poisson probabilities and related quantities (2011)Lundberg Approximations for Compound Distributions with Insurance Applications (2001)CLUSTER-BASED EXTENSION OF THE GENERALIZED POISSON LOSS DYNAMICS AND CONSISTENCY WITH SINGLE NAMES (2007)Managing inventory systems of slow-moving items (2015)On the multivariate poisson distribution (1954)On the distribution of a sum of correlated aggregate claims (1998)Recursive Evaluation of Some Bivariate Compound Distributions (1999)An Approach to the Probability Distribution of Cusum Run Length (1972)Cumulative Sum Charts and Charting for Quality Improvement (1998)Introduction to Matrix Analytic Methods in Stochastic Modeling (1999)Optimal Proportional Reinsurance Policies in a Dynamic Setting (2001)Understanding Relationships Using Copulas (1998)A Class of Distortion Operators for Pricing Financial and Insurance Risks (2000)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling (2003)Insurance Risk and Ruin (2005)
this work references cited by second hop

References

  • 1999Loss Models: From Data to Decisions1,232 cited
  • 2001Stochastic Processes for Insurance and Finance839 cited
  • 1981Recursive Evaluation of a Family of Compound Distributions571 cited
  • 1999Stochastic Processes for Insurance and Finance499 cited
  • 1992On some Extensions of Panjer's Class of Counting Distributions91 cited
  • 1999On Multivariate Panjer Recursions81 cited
  • 1996Recursions for certain bivariate counting distributions and their compound distributions56 cited
  • 2002An Extension of Panjer's Recursion53 cited
  • 2002Recursive evaluation of aggregate claims distributions42 cited

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  • 2018Control charts with random interarrival times between successive samplings7 cited

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