On mean scaled insurance risk models
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Publication:4395757
DOI10.1007/BF02808288zbMath0897.62015MaRDI QIDQ4395757
Publication date: 19 October 1998
Published in: Blätter der DGVFM (Search for Journal in Brave)
characterizationmaximum likelihood estimatorcounting distributiongamma secondary distributionscale compound parametric families
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)
Related Items (4)
A characterization of the compound multiparameter Hermite gamma distribution via Gauss's principle ⋮ Robust confidence bounds for the mean of some count data models ⋮ Economic risk capital allocation from top down ⋮ Measuring operational risk using a mean scaled individual risk model
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