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The total claims distribution under inflationary conditions - MaRDI portal

The total claims distribution under inflationary conditions (Q4729222)

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scientific article; zbMATH DE number 4113820
Language Label Description Also known as
English
The total claims distribution under inflationary conditions
scientific article; zbMATH DE number 4113820

    Statements

    title
    The total claims distribution under inflationary conditions (English)
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    author
    Gordon E. Willmot
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    publication date
    1989
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    zbMATH Keywords
    shot noise process
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    order statistic property
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    compound distribution
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    total claims distribution
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    time dependent claim amounts
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    mixed Poisson claim number processes
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    inflation
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    exponential claim sizes
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    regular variation of the tail
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62E15
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    62E99
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    zbMATH DE Number
    4113820
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    OpenAlex ID
    W2000851948
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