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Recursions for certain bivariate counting distributions and their compound distributions
5 references·2 citing·16 second hop
Recursions for certain bivariate counting distributions and their compound distributions (1996)Recursions for certain bivariate counting…On recursive evaluation of mixed poisson probabilities and related quantities (2011)On recursive evaluation of mi…Insurance Risk Models (1994)Insurance Risk ModelsOn 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…On the multivariate poisson distribution (1954)On the multivariate poisson d…Recursive evaluation of aggregate claims distributions (2002)Recursive evaluation of aggre…On the distribution of a sum of correlated aggregate claims (1998)On the distribution of a sum …Loss Models: From Data to Decisions (1999)Mathematical Methods in Risk Theory (1970)Stochastic Modelling and Analysis: A Computational Approach. (1987)Ordering claim size distributions and mixed Poisson probabilities (1995)Exponential and scale mixtures and equilibrium distributions (1998)Further Results on Recursive Evaluation of Compound Distributions (1981)An introduction to non-life insurance mathematics (1984)On Multivariate Panjer Recursions (1999)Calculation of aggregate loss distributions (2010)On a correlated aggregate claims model with thinning-dependence structure (2005)On the distributions of two classes of correlated aggregate claims (1999)Modeling and Generating Dependent Risk Processes for IRM and DFA (2004)Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling (2003)Insurance Risk and Ruin (2005)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)
this work references cited by second hop

References

  • 1981Recursive Evaluation of a Family of Compound Distributions571 cited
  • 1994Insurance Risk Models276 cited
  • 1954On the multivariate poisson distribution104 cited
  • 1992On some Extensions of Panjer's Class of Counting Distributions91 cited
  • 2011On recursive evaluation of mixed poisson probabilities and related quantities68 cited

Cited by

  • 1998On the distribution of a sum of correlated aggregate claims55 cited
  • 2002Recursive evaluation of aggregate claims distributions42 cited

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