On mixing, compounding, and tail properties of a class of claim number distributions

DOI10.1080/03461238.2011.624194zbMath1281.91104OpenAlexW1964066523MaRDI QIDQ2868614

Gordon E. Willmot

Publication date: 17 December 2013

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2011.624194

zbMATH Keywords

thinningcompletely monotonestop-loss premiumequilibrium distributionsnegative binomialmixed Poissonlogarithmic seriescompound geometric

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

Cites Work

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• Discrete analogues of self-decomposability and stability
• Discounted probabilities and ruin theory in the compound binomial model
• Survival models for heterogeneous populations derived from stable distributions
• Generalizations of the Pollaczek-Khinchin integral equation in the theory of queues
• Exponential and scale mixtures and equilibrium distributions
• Equilibrium compound distributions and stop-loss moments
• Univariate Discrete Distributions
• Loss Models

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