Annuity distributions. A new class of compound Poisson distributions

DOI10.1016/0167-6687(93)90530-3zbMath0789.62089OpenAlexW1544968124MaRDI QIDQ1318544

Colin M. Ramsay

Publication date: 27 March 1994

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(93)90530-3

zbMATH Keywords

existencecumulantsprobability generating functionrecursionrisk theorydiscrete random variablecompound Poisson random variableannuity distributiondifferences of Lambert seriesthree-parameter distributionsunbounded random variable

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Functional equations for real functions (39B22) Characterization and structure theory of statistical distributions (62E10)

Related Items (1)

On mean scaled insurance risk models

Cites Work

• Regions of Convergence for a Generalized Lambert Series
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