Collective risk model based on the contaminated gamma distribution and its application to risk classification

MaRDI QIDQ3403799zbMATH OpenFDO

Authors ZhiYi Lu, Leping Liu, Shengwang Meng

Publication date 12 February 2010

zbMATH Keywords

collective risk modelcomonotonicitystochastic convex bounds

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities; stochastic orderings (60E15)

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(2)

• Contaminated Exponential Dispersion Loss Models
• Collective risk model: Poisson-Lindley and exponential distributions for Bayes premium and operational risk

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