Equilibrium compound distributions and stop-loss moments

DOI10.1080/03461230510009691zbMath1144.91031OpenAlexW2040675809MaRDI QIDQ5430549

Jun Cai, Gordon E. Willmot, Steve Drekic

Publication date: 16 December 2007

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230510009691

zbMATH Keywords

compound Poissonmixed Poissonintegrated tail distributionsstop-loss momentsbets distributiondiscrete phase-typeequilibrium compound distributions

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10)

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• Exponential and scale mixtures and equilibrium distributions
• Preservation of certain classes of life distributions under Poisson shock models
• NWU property of a class of random sums
• On closure of some partial orderings under mixtures
• Moment Inequalities for Discrete Ageing Families

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