The total claims distribution under inflationary conditions

DOI10.1080/03461238.1989.10413851zbMath0679.62094OpenAlexW2000851948MaRDI QIDQ4729222

Gordon E. Willmot

Publication date: 1989

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1989.10413851

zbMATH Keywords

inflationcompound distributionorder statistic propertyshot noise processtotal claims distributionexponential claim sizesmixed Poisson claim number processesregular variation of the tailtime dependent claim amounts

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Statistical distribution theory (62E99)

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