Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums

DOI10.1016/0167-7152(93)90211-ZMaRDI QIDQ689560zbMATH OpenFDO

Authors Werner Hürlimann

Publication date 19 January 1994

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

stop-loss transformconditional probabilitybivariate distributionsdiatomic random variable

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cites work

• scientific article; zbMATH DE number 3513115 (Why is no real title available?)
• Approximation of sums by compound Poisson distributions with respect to stop-loss distances
• Bivariate Distributions With Exponential Conditionals
• Bivariate distributions with Pareto conditionals
• Bivariate distributions with Weibull conditionals
• Compatible Conditional Distributions
• Conditionally specified distributions
• Convex majorization with an application to the length of critical paths
• Error bounds for the compound Poisson approximation
• Negative claim amounts, Bessel functions, linear programming and Miller's algorithm
• On the distinction between the conditional probability and the joint probability approaches in the specification of nearest-neighbour systems
• On the impact of independence of risks on stop loss premiums
• Option pricing: A simplified approach

Cited in

(9)

• On characterizations of some bivariate continuous distributions by properties of higher-degree bivariate stop-loss transforms
• On higher-degree bivariate stop-loss transforms, with applications
• On the correlation order
• Claim dependence with common effects in credibility models
• Stochastic bounds on sums of dependent risks
• Modeling and Comparing Dependencies in Multivariate Risk Portfolios
• Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes
• Empirical investigation of insurance claim dependencies using mixture models
• Bivariate stopped-sum distributions using saddlepoint methods

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