Another choice to the distribution of aggregate claims -- compound Poisson-inverse Gaussian distribution

MaRDI QIDQ5425199zbMATHFDO

Authors Rongming Wang, Xiyun Ji

Publication date 8 November 2007

zbMATH Keywords

normal distributioncollective risk theorytranslated gamma distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cited in

(9)

• Some properties of the compound Poisson-geometric distribution
• A Gaussian Exponential Approximation to Some Compound Poisson Distributions
• scientific article; zbMATH DE number 1958540 (Why is no real title available?)
• The normal Laplace approximation to compound distributions
• Approximation of aggregate claims distributions by compound Poisson distributions
• A property of the generalized inverse Gaussian distribution with some applications
• Double parameters compound Poisson distribution and its Esscher approximation
• Modelling losses using an exponential-inverse Gaussian distribution
• On the computation of the aggregate claim distribution when individual claims are inverse Gaussian

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