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Equilibrium compound distributions and stop-loss moments - MaRDI portal

Equilibrium compound distributions and stop-loss moments (Q5430549)

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scientific article; zbMATH DE number 5220277
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English
Equilibrium compound distributions and stop-loss moments
scientific article; zbMATH DE number 5220277

    Statements

    title
    Equilibrium compound distributions and stop-loss moments (English)
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    author
    Gordon E. Willmot
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    Steve Drekic
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    Jun Cai
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    publication date
    16 December 2007
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    zbMATH Keywords
    equilibrium compound distributions
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    stop-loss moments
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    integrated tail distributions
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    compound Poisson
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    mixed Poisson
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    bets distribution
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    discrete phase-type
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    Identifiers

    zbMATH DE Number
    5220277
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    OpenAlex ID
    W2040675809
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