Mixed exponential dispersion distributions and their applications in insurance claims

zbMATH Open1174.62319MaRDI QIDQ5318924FDOQ5318924

Authors: Zechun Mao, Jin'e Liu 

Publication date: 22 July 2009

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zbMATH Keywords

compound Poisson-geometric distributionsmixed PG distributionsnumbers of claims

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

Cited In (8)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Scale Mixtures Distributions in Insurance Applications
• Assessing the performance of the discrete generalised Pareto distribution in modelling non-life insurance claims
• The exponential T-X family of distributions: properties and an application to insurance data
• A novel claim size distribution based on a Birnbaum-Saunders and gamma mixture capturing extreme values in insurance: estimation, regression, and applications
• An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion
• Title not available (Why is that?)

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