SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Mixed Compound Poisson Distributions
4 references·4 citing·22 second hop
Mixed Compound Poisson Distributions (1986)Mixed Compound Poisson DistributionsA property of the generalized inverse Gaussian distribution with some applications (1983)A property of the generalized…Recursive Evaluation of a Family of Compound Distributions (1981)Recursive Evaluation of a Fam…Further Results on Recursive Evaluation of Compound Distributions (1981)Further Results on Recursive …Mathematical Methods in Risk Theory. (1971)Mathematical Methods in Risk …A new discrete distribution with actuarial applications (2011)A new discrete distribution w…Equilibrium compound distributions and stop-loss moments (2005)Equilibrium compound distribu…Recursive evaluation of aggregate claims distributions (2002)Recursive evaluation of aggre…On evaluation of the Delaporte distribution and related distributions (1989)On evaluation of the Delaport…The Poisson-Inverse Gaussian distribution as an alternative to the negative binomial (1987)On a family of counting distributions and recursions for related compound distributions (1990)Scandinavian Actuarial Journal (2008)Loss Models: From Data to Decisions (1999)Stochastic Processes for Insurance & Finance (1999)Lundberg Approximations for Compound Distributions with Insurance Applications (2001)Dividend problems in the dual risk model (2013)Insurance Risk Models (1994)Recursions for compound phase distributions (2005)The Class of Subexponential Distributions (1975)Subexponentiality and infinite divisibility (1979)Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Mixed Compound Poisson Distributions (1986)Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution (1988)Infinite divisibility and generalized subexponentiality (2005)On some Extensions of Panjer's Class of Counting Distributions (1992)Panjer recursion versus FFT for compound distributions (2008)Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling (2003)Insurance Risk and Ruin (2005)Controlled diffusion models for optimal dividend pay-out (1997)Inf-convolution of risk measures and optimal risk transfer (2005)AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT (2007)
this work references cited by second hop

References

  • 1981Recursive Evaluation of a Family of Compound Distributions571 cited
  • 1971Mathematical Methods in Risk Theory.494 cited
  • 1981Further Results on Recursive Evaluation of Compound Distributions201 cited
  • 1983A property of the generalized inverse Gaussian distribution with some applications88 cited

Cited by

  • 2002Recursive evaluation of aggregate claims distributions42 cited
  • 2005Equilibrium compound distributions and stop-loss moments37 cited
  • 2011A new discrete distribution with actuarial applications35 cited
  • 1989On evaluation of the Delaporte distribution and related distributions32 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work