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

DOI10.1080/03461238.2011.624194zbMATH Open1281.91104OpenAlexW1964066523MaRDI QIDQ2868614FDOQ2868614

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)

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 (1)

• Modelling claim number using a new mixture model: negative binomial gamma distribution

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