The total claims distribution under inflationary conditions
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Publication:4729222
DOI10.1080/03461238.1989.10413851zbMath0679.62094MaRDI QIDQ4729222
Publication date: 1989
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1989.10413851
inflation; compound distribution; order statistic property; shot noise process; total claims distribution; exponential claim sizes; mixed Poisson claim number processes; regular variation of the tail; time dependent claim amounts
62P05: Applications of statistics to actuarial sciences and financial mathematics
62E15: Exact distribution theory in statistics
62E99: Statistical distribution theory
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