The following pages link to (Q4296398):
Displaying 33 items.
- A suitable discrete distribution for modelling automobile claim frequencies (Q262988) (← links)
- Mixed Poisson process with Pareto mixing variable and its risk applications (Q327177) (← links)
- On the recursive evaluation of a certain multivariate compound distribution (Q519225) (← links)
- On the distributions of two classes of multiple dependent aggregate claims (Q951757) (← links)
- A framework for modelling overdispersed count data, including the Poisson-shifted generalized inverse Gaussian distribution (Q961120) (← links)
- Improved recursions for some compound Poisson distributions (Q1023444) (← links)
- Critical starting points for stable evaluation of mixed Poisson probabilities (Q1323597) (← links)
- General quadratic distance methods for discrete distributions definable recursively. (Q1413318) (← links)
- Recursive evaluation of aggregate claims distributions. (Q1413319) (← links)
- The multivariate negative binomial-Lindley distribution. Properties and new representation for the univariate case (Q1631414) (← links)
- Modelling losses using an exponential-inverse Gaussian distribution (Q1888893) (← links)
- Order relations for some distributions (Q1902630) (← links)
- Ordering claim size distributions and mixed Poisson probabilities (Q1905001) (← links)
- A general method of computing mixed Poisson probabilities by Monte Carlo sampling (Q1997914) (← links)
- Moments of losses during busy-periods of regular and nonpreemptive oscillating \(M^X/G/1/n\) systems (Q2014667) (← links)
- Computation of probabilities of mixed Poisson-Weibull distribution (Q2097101) (← links)
- Remarks on a generalized inverse Gaussian type integral with applications (Q2148080) (← links)
- Approximations of the ruin probability in a discrete time risk model (Q2218139) (← links)
- On recovering a mixed Poisson distribution from its left-truncated version (Q2251690) (← links)
- Modelling heavy-tailed count data using a generalised Poisson-inverse Gaussian family (Q2270869) (← links)
- A new discrete distribution with actuarial applications (Q2276250) (← links)
- Expected time analysis of a simple recursive Poisson random variate generator (Q2277745) (← links)
- Consecutive customer losses in regular and oscillating \(M^{X}/ G /1/ n\) systems (Q2425551) (← links)
- Analysis of \(GI^{X}/ M(n)// N\) systems with stochastic customer acceptance policy (Q2481136) (← links)
- Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions (Q2627897) (← links)
- Distribution of the number of losses in busy-periods of oscillating \(M^X / G / 1 / (n, a, b)\) systems (Q2668607) (← links)
- On mixing, compounding, and tail properties of a class of claim number distributions (Q2868614) (← links)
- Mixed Poisson Distributions (Q3421322) (← links)
- Recursions and fast Fourier transforms for a new bivariate aggregate claims model (Q4576877) (← links)
- Bounds for the Concentration Functions of Random Sums under Relaxed Moment Conditions (Q4641654) (← links)
- Properties and applications of the Poisson-reciprocal inverse Gaussian distribution (Q4960544) (← links)
- Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach (Q5742901) (← links)
- A family of parsimonious mixtures of multivariate Poisson-lognormal distributions for clustering multivariate count data (Q6541610) (← links)
