On Mixed and Compound Mixed Poisson Distributions

DOI10.1080/03461230110106525MaRDI QIDQ5430575zbMATH OpenOpenAlexFDO

Authors Demetrios L. Antzoulakos, Stathis Chadjiconstantinidis

Publication date 16 December 2007

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

Full work available at URL https://doi.org/10.1080/03461230110106525

zbMATH Keywords

\(t\)-th order cumulative distribution function\(t\)-th order tail probabilitycompound distributionmomentsrecursionstop-loss transform

Mathematics Subject Classification ID

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

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Cites work

• A Generalized Class of Contagious Distributions
• Asymptotic tail behaviour of Poisson mixtures by applications
• Difference equation approaches in evaluation of compound distributions
• Generalizations of the Pollaczek-Khinchin integral equation in the theory of queues
• scientific article; zbMATH DE number 4007433 (Why is no real title available?)
• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• scientific article; zbMATH DE number 3333061 (Why is no real title available?)

Cited in

(33)

• Further improved recursions for a class of compound Poisson distributions
• Mixed Poisson distributions tail equivalent to their mixing distributions
• Critical starting points for stable evaluation of mixed Poisson probabilities
• On Poisson-Tweedie mixtures
• On a class of bivariate compounded Poisson distributions
• Ordering claim size distributions and mixed Poisson probabilities
• A general method of computing mixed Poisson probabilities by Monte Carlo sampling
• A new discrete distribution with actuarial applications
• A suitable discrete distribution for modelling automobile claim frequencies
• The Poisson-conjugate Lindley mixture distribution
• Poisson-mixed inverse Gaussian regression model and its application
• On mixing, compounding, and tail properties of a class of claim number distributions
• On moment sequences and mixed Poisson distributions
• Mixed Poisson process with Pareto mixing variable and its risk applications
• On ascending and descending factorial moments of compound mixed truncated Poisson distribution
• Compound mixed Poisson distributions I
• Compound Mixed Poisson Distributions II
• Asymptotic tail behaviour of Poisson mixtures by applications
• On Posterior Probabilities and Moments in Mixed Poisson Processes
• On Poisson-stopped-sums that are mixed Poisson
• Compound poisson distributions: Properties and estimation*
• scientific article; zbMATH DE number 1257656 (Why is no real title available?)
• scientific article; zbMATH DE number 1135615 (Why is no real title available?)
• Moments of Compound Mixed Poisson Distributions
• scientific article; zbMATH DE number 1765868 (Why is no real title available?)
• On k-distorted generalized discrete family of distributions
• scientific article; zbMATH DE number 1865405 (Why is no real title available?)
• scientific article; zbMATH DE number 2187910 (Why is no real title available?)
• On evaluation of the Delaporte distribution and related distributions
• Further results of recursive evaluation for compound distribution with the severity distribution of mixed type
• Extensions of Panjer's recursion for mixed compound distributions
• On the distributions of two classes of multiple dependent aggregate claims
• Error bounds in approximations of random sums using gamma-type operators

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