On the relationship between the Poisson-exponential model and the non-central chi-squared distribution

DOI10.1080/03461238.1987.10413821zbMath0633.62111OpenAlexW2029297843MaRDI QIDQ3771473

M. C. Jones

Publication date: 1987

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1987.10413821

zbMATH Keywords

non-central chi-squared distributionfour degrees-of-freedomPoisson-exponential model of insurance claimszero degrees-of-freedom

Mathematics Subject Classification ID

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

Related Items (3)

Further use of Shiu's approach to the evaluation of ultimate ruin probabilities ⋮ Fitting Tweedie's compound poisson model to insurance claims data ⋮ The relationship between moments of truncated and original distributions plus some other simple structural properties of weighted distributions

Cites Work

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• A MOMENT IDENTITY
• The noncentral chi-squared distribution with zero degrees of freedom and testing for uniformity

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