Mixed exponential dispersion distributions and their applications in insurance claims

MaRDI QIDQ5318924zbMATH OpenFDO

Authors Zechun Mao, Jin'e Liu

Publication date 22 July 2009

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)

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Cited in

(8)

• scientific article; zbMATH DE number 6347250 (Why is no real title available?)
• scientific article; zbMATH DE number 5259832 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 1139951 (Why is no real title available?)

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