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

zbMATH Open1199.62049MaRDI QIDQ3403799FDOQ3403799

Authors: ZhiYi Lu, Leping Liu, Shengwang Meng 

Publication date: 12 February 2010

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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)

Cited In (2)

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

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