On the Sums of Compound Negative Binomial and Gamma Random Variables

DOI10.1239/jap/1238592129zbMath1161.60303OpenAlexW1992552132MaRDI QIDQ3621160

N. S. Upadhye, Palaniappan Vellaisamy

Publication date: 14 April 2009

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1238592129

zbMATH Keywords

convolutionPoisson processcompound Poisson distributioncompound negative binomial distributionsums of gamma random variablesrandom parameter representation

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Reliability, availability, maintenance, inspection in operations research (90B25)

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• On the Moments of the Time of Ruin with Applications to Phase-Type Claims

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