Matrix-Form Recursions for a Family of Compound Distributions

DOI10.2143/AST.40.1.2049233zbMath1190.91077OpenAlexW138204369MaRDI QIDQ3569720

Xueyuan Wu, Shuanming Li

Publication date: 21 June 2010

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.40.1.2049233

zbMATH Keywords

claim amount distributionclaim count distribution

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Related Items (1)

Phase type zero truncated Poisson Lindley distributions and their application in modeling secondary cancer cases

Cites Work

• Unnamed Item
• Unnamed Item
• Phase-type representations in random walk and queueing problems
• Recursive evaluation of aggregate claims distributions.
• Recursions for compound phase distributions
• Speedy convolution algorithms and Panjer recursions for phase-type distributions
• Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin Under the Sparre Andersen Model

This page was built for publication: Matrix-Form Recursions for a Family of Compound Distributions