Matrix-Form Recursions for a Family of Compound Distributions (Q3569720): Difference between revisions
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Property / cites work: Recursions for compound phase distributions / rank | |||
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Property / cites work: Q3158278 / rank | |||
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Property / cites work: Phase-type representations in random walk and queueing problems / rank | |||
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Property / cites work: Recursive evaluation of aggregate claims distributions. / rank | |||
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Property / cites work: Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model / rank | |||
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Property / cites work: Speedy convolution algorithms and Panjer recursions for phase-type distributions / rank | |||
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Revision as of 23:10, 2 July 2024
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English | Matrix-Form Recursions for a Family of Compound Distributions |
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Matrix-Form Recursions for a Family of Compound Distributions (English)
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21 June 2010
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claim count distribution
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claim amount distribution
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