Pages that link to "Item:Q3598193"

The following pages link to Recursions for Convolutions and Compound Distributions with Insurance Applications (Q3598193):

Displaying 36 items.

• A suitable discrete distribution for modelling automobile claim frequencies (Q262988) (← links)
• On the recursive evaluation of a certain multivariate compound distribution (Q519225) (← links)
• On the Lagrangian Katz family of distributions as a claim frequency model (Q661211) (← links)
• Recursions for multivariate compound phase variables (Q939328) (← links)
• The multivariate negative binomial-Lindley distribution. Properties and new representation for the univariate case (Q1631414) (← links)
• Fast Fourier transform for multivariate aggregate claims (Q1655369) (← links)
• The concepts of pseudo compound Poisson and partition representations in discrete probability (Q1657920) (← links)
• A state-dependent queueing system with asymptotic logarithmic distribution (Q1682088) (← links)
• Bivariate Bernoulli weighted sums and distribution of single-period tontine benefits (Q1739347) (← links)
• On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution (Q1742721) (← links)
• On a stochastic order induced by an extension of Panjer's family of discrete distributions (Q2075040) (← links)
• Analysis of IBNR liabilities with interevent times depending on claim counts (Q2152242) (← links)
• The compound truncated Poisson Cauchy model: a descriptor for multimodal data (Q2178391) (← links)
• A new discrete distribution with actuarial applications (Q2276250) (← links)
• Prediction of components in random sums (Q2397965) (← links)
• TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts (Q2427830) (← links)
• Delta operators, power series distributions and recursions for compound sums (Q2660485) (← links)
• On the compound $\alpha (t)$-modified Poisson distribution (Q2787099) (← links)
• The Poisson-conjugate Lindley mixture distribution (Q2815972) (← links)
• EXPANSIONS FOR MOMENTS OF COMPOUND POISSON DISTRIBUTIONS (Q2844473) (← links)
• On Markov-Pólya Distribution and the Katz Family of Distributions (Q3083777) (← links)
• Inequalities for the De Pril approximation to the distribution of the number of policies with claims (Q3103208) (← links)
• ON THE EVALUATION OF MULTIVARIATE COMPOUND DISTRIBUTIONS WITH CONTINUOUS SEVERITY DISTRIBUTIONS AND SARMANOV'S COUNTING DISTRIBUTION (Q4562957) (← links)
• Recursions and fast Fourier transforms for a new bivariate aggregate claims model (Q4576877) (← links)
• Moment-based density approximations for aggregate losses (Q4576966) (← links)
• Properties and applications of the Poisson-reciprocal inverse Gaussian distribution (Q4960544) (← links)
• On a generalization of the Rényi–Srivastava characterization of the Poisson law (Q4964781) (← links)
• SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES (Q4972118) (← links)
• Jiandong Ren's Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020 (Q5027913) (← links)
• Tail Moments of Compound Distributions (Q5043474) (← links)
• A new infinitely divisible discrete distribution with applications to count data modeling (Q5078427) (← links)
• On counting distributions related to the Delaporte distribution (Q5226477) (← links)
• On formulae for central moments of counting distributions (Q5253676) (← links)
• Compound Log-Series Distribution with Negative Multinomial Summands (Q5274973) (← links)
• Statistical Analysis for the Inverse Trinomial Distribution (Q5299947) (← links)
• On mixed censored \(\delta \)-shock models (Q6073148) (← links)