On evaluation of the Delaporte distribution and related distributions

DOI10.1080/03461238.1989.10413859zbMATH Open0721.62019OpenAlexW1969444635MaRDI QIDQ5753369FDOQ5753369

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

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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)

Cites Work

• Title not available (Why is that?)
• Survival models for heterogeneous populations derived from stable distributions
• Title not available (Why is that?)
• Laplace transforms, Mellin transforms and mixed poisson processes

Cited In (12)

• 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
• On counting distributions related to the Delaporte distribution

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