On Markov-Pólya Distribution and the Katz Family of Distributions (Q3083777)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Markov-Pólya Distribution and the Katz Family of Distributions |
scientific article |
Statements
On Markov-Pólya Distribution and the Katz Family of Distributions (English)
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23 March 2011
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Aggregate claims amount
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Claims in cascade
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Damage model
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Katz-like recursion
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Katz family of distributions
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Limit distribution
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Markov-Pólya distribution
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Panjer-like algorithm
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Risk theory
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0.8770176
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0.87439597
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0.8726175
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