Research on some bounds of total claim distribution in individual risk model with Poisson distribution claim number

zbMATH Open1150.91442MaRDI QIDQ3500545FDOQ3500545

Authors: Yinghui Tang 

Publication date: 3 June 2008

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zbMATH Keywords

Poisson distributionrisk modelboundclaim amount distribution

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (3)

• Bounds of claim distributions in open individual risk models
• On the total claim amount for marked Poisson cluster models
• EXPANSION IN BELL POLYNOMIALS OF THE DISTRIBUTION OF THE TOTAL CLAIM AMOUNT WITH WEIBULL-DISTRIBUTED CLAIM SIZES

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