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

DOI10.1016/0167-7152(93)90211-ZzbMATH Open0779.60012MaRDI QIDQ689560FDOQ689560

Authors: Werner Hürlimann 

Publication date: 19 January 1994

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

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zbMATH Keywords

stop-loss transformconditional probabilitybivariate distributionsdiatomic random variable

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cites Work

• Title not available (Why is that?)
• Bivariate Distributions With Exponential Conditionals
• Option pricing: A simplified approach
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• Compatible Conditional Distributions
• On the distinction between the conditional probability and the joint probability approaches in the specification of nearest-neighbour systems
• Error bounds for the compound Poisson approximation
• On the impact of independence of risks on stop loss premiums
• Bivariate distributions with Weibull conditionals
• Approximation of sums by compound Poisson distributions with respect to stop-loss distances
• Negative claim amounts, Bessel functions, linear programming and Miller's algorithm

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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