Matrix-Form Recursions for a Family of Compound Distributions

DOI10.2143/AST.40.1.2049233MaRDI QIDQ3569720zbMATH OpenOpenAlexFDO

Authors X. Wu, Shuanming Li

Publication date 21 June 2010

Published in ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2143/ast.40.1.2049233

zbMATH Keywords

claim amount distributionclaim count distribution

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Recommendations

• On the recursive evaluation of a certain multivariate compound distribution
• scientific article; zbMATH DE number 1093220
• Recursive calculation on a class of compound distribution
• A recursion formula for moments of derivatives of random matrix polynomials
• On a family of counting distributions and recursions for related compound distributions
• A moment recursive formula for a class of distributions
• scientific article; zbMATH DE number 6101290
• scientific article; zbMATH DE number 4076351
• scientific article; zbMATH DE number 1205937
• Matrix-Exponential Distributions in Applied Probability

Cites work

• scientific article; zbMATH DE number 2130681 (Why is no real title available?)
• scientific article; zbMATH DE number 3736680 (Why is no real title available?)
• Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model
• Phase-type representations in random walk and queueing problems
• Recursions for compound phase distributions
• Recursive evaluation of aggregate claims distributions.
• Speedy convolution algorithms and Panjer recursions for phase-type distributions

Cited in

(11)

• Phase type zero truncated Poisson Lindley distributions and their application in modeling secondary cancer cases
• Recursions for compound phase distributions
• Recursive equations for compound distribution with the severity distribution of the mixed type
• Recursive formulas for compound phase distributions -- univariate and bivariate cases
• Recursive calculation on a class of compound distribution
• Recursions for Distribution Functions and Stop-Loss Transforms
• Recursive Formulae for Some Bivariate Counting Distributions Obtained by the Trivariate Reduction Method
• On the recursive evaluation of a certain multivariate compound distribution
• scientific article; zbMATH DE number 4189064 (Why is no real title available?)
• Modeling discrete common-shock risks through matrix distributions
• On a family of aggregate claims distributions

This page was built for publication: Matrix-Form Recursions for a Family of Compound Distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3569720)