Mixed Poisson process with Pareto mixing variable and its risk applications (Q327177): Difference between revisions

@@ Property / author @@
-Milan Stehlík
@@ Property / author: Milan Stehlík / rank @@
-Normal rank
@@ Property / author @@
+Milan Stehlík
@@ Property / author: Milan Stehlík / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F10
@@ Property / Mathematics Subject Classification ID: 62F10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6640600
@@ Property / zbMATH DE Number: 6640600 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mixed Poisson processes
@@ Property / zbMATH Keywords: mixed Poisson processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Pareto distribution
@@ Property / zbMATH Keywords: Pareto distribution / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Erlang-Pareto
@@ Property / zbMATH Keywords: Erlang-Pareto / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+exp-Pareto, risk
@@ Property / zbMATH Keywords: exp-Pareto, risk / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10986-016-9313-4
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@@ Property / OpenAlex ID @@
+W2405613793
@@ Property / OpenAlex ID: W2405613793 / rank @@
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+Explicit ruin formulas for models with dependence among risks
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+The harmonic moment tail index estimator: asymptotic distribution and robustness
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+Mixed Poisson Distributions
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@@ links / mardi / name / links / mardi / name @@
+Publication:327177