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

MaRDI QIDQ3500545zbMATH OpenFDO

Authors Yinghui Tang

Publication date 3 June 2008

zbMATH Keywords

Poisson distributionrisk modelboundclaim amount distribution

Mathematics Subject Classification ID

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

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Cited in

(3)

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

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