Matrix-Form Recursions for a Family of Compound Distributions

DOI10.2143/AST.40.1.2049233zbMATH Open1190.91077OpenAlexW138204369MaRDI QIDQ3569720FDOQ3569720

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

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zbMATH Keywords

claim amount distributionclaim count distribution

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Cites Work

• Title not available (Why is that?)
• Recursions for compound phase distributions
• Title not available (Why is that?)
• Speedy convolution algorithms and Panjer recursions for phase-type distributions
• Phase-type representations in random walk and queueing problems
• Recursive evaluation of aggregate claims distributions.
• Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model

Cited In (7)

• Recursive Formulae for Some Bivariate Counting Distributions Obtained by the Trivariate Reduction Method
• Recursive equations for compound distribution with the severity distribution of the mixed type
• Title not available (Why is that?)
• On a family of aggregate claims distributions
• On the recursive evaluation of a certain multivariate compound distribution
• Phase type zero truncated Poisson Lindley distributions and their application in modeling secondary cancer cases
• Recursions for Distribution Functions and Stop-Loss Transforms

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