On mixing, compounding, and tail properties of a class of claim number distributions
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Publication:2868614
DOI10.1080/03461238.2011.624194zbMATH Open1281.91104OpenAlexW1964066523MaRDI QIDQ2868614FDOQ2868614
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
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Cites Work
- Discrete analogues of self-decomposability and stability
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- Univariate Discrete Distributions
- Loss Models
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- Survival models for heterogeneous populations derived from stable distributions
- Exponential and scale mixtures and equilibrium distributions
- Discounted probabilities and ruin theory in the compound binomial model
- Generalizations of the Pollaczek-Khinchin integral equation in the theory of queues
- Equilibrium compound distributions and stop-loss moments
Cited In (8)
- Modelling claim number using a new mixture model: negative binomial gamma distribution
- Distribution mixing in \(\mathbb N\) and parametric credibility
- Mean and dispersion modelling for policy claims costs
- Some properties of the compound Poisson-geometric distribution
- Limiting tail behaviour of some discrete compound distributions
- 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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