Some properties of the compound Poisson-geometric distribution

zbMATH Open1265.60023MaRDI QIDQ2917830FDOQ2917830

Authors: Haikun Xu, Zhipeng Liu, Zhenhua Bao 

Publication date: 5 October 2012

Published in: Journal of Liaoning Normal University. Natural Science Edition (Search for Journal in Brave)

Recommendations

• The ruin probability for a generalized compound Poisson-geometric risk model
• On mixing, compounding, and tail properties of a class of claim number distributions
• Another choice to the distribution of aggregate claims -- compound Poisson-inverse Gaussian distribution
• Applications of the classical compound Poisson model with claim sizes following a compound distribution
• A double-compound Poisson-geometric risk model and ruin probability

zbMATH Keywords

probability generating functionnegative binomial distributioncompound Poisson-geometric distributionpractical insurance

Mathematics Subject Classification ID

Statistical distribution theory (62E99) Distribution theory (60E99)

Cited In (7)

• A note on compound Poisson distributions
• Cumulative distribution function of a geometric Poisson distribution
• The probability function of a geometric Poisson distribution
• The concepts of pseudo compound Poisson and partition representations in discrete probability
• Compound power series distribution with negative multinomial summands: characterisation and risk process
• A damage model and reliability index with compound Poisson-geometric processes
• On higher-order properties of compound geometric distributions

This page was built for publication: Some properties of the compound Poisson-geometric distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2917830)