Univariate and multivariate versions of the negative binomial-inverse Gaussian distributions with applications

DOI10.1016/j.insmatheco.2006.12.001zbMath1141.91514OpenAlexW2030932083MaRDI QIDQ939325

José María Sarabia, Emilio Gómez-Déniz, Enrique Calderín Ojeda

Publication date: 22 August 2008

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.12.001

zbMATH Keywords

recursionoverdispersioninverse Gaussian distributionpremiumcompound negative binomial distribution

Mathematics Subject Classification ID

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Cites Work

• Statistical Properties of Inverse Gaussian Distributions. I
• Analysis of Overdispersed Count Data by Mixtures of Poisson Variables and Poisson Processes
• A Primer on Statistical Distributions
• A mixed poisson–inverse‐gaussian regression model
• NEW TECHNIQUES FOR THE ANALYSIS OF ABSENTEEISM DATA
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