scientific article; zbMATH DE number 1139951

MaRDI QIDQ4385068zbMATH OpenFDO

Authors J. L. Teugels

Publication date 13 April 1998

zbMATH Keywords

claim number distributionPólya-Eggenberger urn model

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• scientific article; zbMATH DE number 1958540
• Polynomial extensions of distributions and their applications in actuarial and financial modeling
• Approximation of the equilibrium distribution via extreme value theory: an application to insurance risk
• Risk models in insurance and epidemics: a bridge through randomized polynomials
• Polynomial approximations for bivariate aggregate claims amount probability distributions
• scientific article; zbMATH DE number 5504434
• Lundberg approximations for compound distributions with insurance applications
• Mixed exponential dispersion distributions and their applications in insurance claims
• Asymptotic statistics in insurance risk theory
• Large deviations of heavy-tailed sums with applications in insurance

Cited in

(2)

• Geiger counter-type Pólya-Eggenberger distributions
• Signed binomial approximation of binomial mixtures via differential calculus for linear opera\-tors

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4385068)