On mixing, compounding, and tail properties of a class of claim number distributions

DOI10.1080/03461238.2011.624194MaRDI QIDQ2868614zbMATH OpenOpenAlexFDO

Authors Gordon E. Willmot

Publication date 17 December 2013

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

Full work available at URL https://doi.org/10.1080/03461238.2011.624194

zbMATH Keywords

negative binomialequilibrium distributionsthinningcompletely monotonemixed Poissonlogarithmic seriescompound geometricstop-loss premium

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

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Cites work

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• scientific article; zbMATH DE number 3249395 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Discounted probabilities and ruin theory in the compound binomial model
• Discrete analogues of self-decomposability and stability
• Equilibrium compound distributions and stop-loss moments
• Exponential and scale mixtures and equilibrium distributions
• Generalizations of the Pollaczek-Khinchin integral equation in the theory of queues
• Loss Models
• Survival models for heterogeneous populations derived from stable distributions
• Univariate Discrete Distributions

Cited in

(8)

• Distribution mixing in \(\mathbb N\) and parametric credibility
• Modelling claim number using a new mixture model: negative binomial gamma distribution
• Mean and dispersion modelling for policy claims costs
• Limiting tail behaviour of some discrete compound distributions
• Some properties of the compound Poisson-geometric distribution
• Mixed exponential dispersion distributions and their applications in insurance claims
• A kind of distributions
• Some distributional properties of a class of counting distributions with claims analysis applications

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