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

zbMATH Open1127.60014MaRDI QIDQ5425199FDOQ5425199

Authors: Rongming Wang, Xiyun Ji 

Publication date: 8 November 2007

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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)

Cited In (9)

• Double parameters compound Poisson distribution and its Esscher approximation
• Title not available (Why is that?)
• Some properties of the compound Poisson-geometric distribution
• Modelling losses using an exponential-inverse Gaussian distribution
• A Gaussian Exponential Approximation to Some Compound Poisson Distributions
• On the computation of the aggregate claim distribution when individual claims are inverse Gaussian
• Approximation of aggregate claims distributions by compound Poisson distributions
• A property of the generalized inverse Gaussian distribution with some applications
• The normal Laplace approximation to compound distributions

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