Recommendations
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Cites work
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- scientific article; zbMATH DE number 1774199 (Why is no real title available?)
- Random sums of exchangeable variables and actuarial applications
- Randomly stopped sums of not identically distributed heavy tailed random variables
- Recursions for compound phase distributions
- Runs and scans with applications
- The distributions of sum, minima and maxima of generalized geometric random variables
Cited in
(9)- Compound sums and subexponentiality
- A generalized class of correlated run shock models
- Exact distribution of random order statistics and applications in risk management
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- A simple compound scan statistic useful for modeling insurance and risk management problems
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- Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020
- The expectation and variance of dependent random sums using copulas
- Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach
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