On evaluation of the Delaporte distribution and related distributions

DOI10.1080/03461238.1989.10413859MaRDI QIDQ5753369zbMATH OpenOpenAlexFDO

Authors Gordon E. Willmot, Bjørn Sundt

Publication date 1989

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

Full work available at URL https://doi.org/10.1080/03461238.1989.10413859

zbMATH Keywords

asymptotic resultsrecursive algorithmsDelaporte distributioncompound mixed Poisson distributionsconvolutions of compound Delaporte distributionsshifted infinitely divisible distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 3864352 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Laplace transforms, Mellin transforms and mixed poisson processes
• Survival models for heterogeneous populations derived from stable distributions

Cited in

(12)

• On counting distributions related to the Delaporte distribution
• Comments on the Luria–Delbrück distribution
• On the compound \(\alpha (t)\)-modified Poisson distribution
• Comparison of Methods for Evaluation of the Convolution of Two Compound R 1 Distributions
• Probabilistic models for medical insurance claims
• On some compound distributions with Borel summands
• A note on an integer valued time series model with Poisson-negative binomial marginal distribution
• Moments of Compound Mixed Poisson Distributions
• On mean scaled insurance risk models
• Robust confidence bounds for the mean of some count data models
• On asymptotic rates on line in excess of loss reinsurance
• On a family of counting distributions and recursions for related compound distributions

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