NEW RESULTS ON THE DISTRIBUTION OF DISCOUNTED COMPOUND POISSON SUMS
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Publication:4629476
DOI10.1017/asb.2018.28zbMath1419.91389OpenAlexW2903560472WikidataQ128839994 ScholiaQ128839994MaRDI QIDQ4629476
Publication date: 27 March 2019
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/asb.2018.28
catastrophe insuranceMittag-Leffler distributiondiscounted aggregate claimsheavy tailedPoisson risk process
Related Items (2)
Some specific density functions of aggregated discounted claims with dependent risks ⋮ On the stochastic equation \(\mathcal{L}(Z) = \mathcal{L} [V(X + Z)\) and properties of Mittag-Leffler distributions]
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