On Markov-Pólya Distribution and the Katz Family of Distributions
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Publication:3083777
DOI10.1080/03610920903427784zbMath1208.62017OpenAlexW2078184655MaRDI QIDQ3083777
Publication date: 23 March 2011
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920903427784
Risk theoryMarkov-Pólya distributionDamage modelLimit distributionKatz family of distributionsAggregate claims amountClaims in cascadeKatz-like recursionPanjer-like algorithm
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)
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