Exponential and scale mixtures and equilibrium distributions
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Cites work
- A recursive procedure for calculation of some mixed compound poisson distributions
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- Insurance pricing and increased limits ratemaking by proportional hazards transforms
- On closure of some partial orderings under mixtures
- Preservation of certain classes of life distributions under Poisson shock models
- Survival models for heterogeneous populations derived from stable distributions
- The generalized Pareto law as a model for progressively censored survival data
Cited in
(25)- A new stochastic order based upon Laplace transform with applications
- Laplace transform ordering of actuarial quantities.
- On the moments of the surplus process perturbed by diffusion.
- Symbolic calculation of the moments of the time of ruin.
- The moments of the time of ruin, the surplus before ruin, and the deficit at ruin
- Upper stop-loss bounds for sums of possibly dependent risks with given means and variances
- Modelling losses using an exponential-inverse Gaussian distribution
- Analysis of a defective renewal equation arising in ruin theory
- Multivariate matrix-exponential affine mixtures and their applications in risk theory
- On the stop-loss transform and order for the surplus process perturbed by diffusion
- A separation theorem for the weak \(s\)-convex orders
- On mixing, compounding, and tail properties of a class of claim number distributions
- On the generalized cumulative residual entropy with applications in actuarial science
- Relations between integrated tails and moments based on the deficit at ruin in the renewal risk model
- An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion
- On a generalization of the stationary excess operator
- Equilibrium compound distributions and stop-loss moments
- On the Moments of the Time of Ruin with Applications to Phase-Type Claims
- Moments of compound renewal sums with discounted claims
- Slash distributions, generalized convolutions, and extremes
- Univariate and multivariate mixtures of exponential distributions, with applications in risk modeling
- Some results for stochastic orders and aging properties related to the Laplace transform
- On defective renewal equations and compound geometric distributions, with applications in ruin theory
- On the discounted Kth moment of the deficit at ruin in the delayed renewal risk model
- On the discounted penalty function in the renewal risk model with general interclaim times
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