Size-Biased Risk Measures of Compound Sums
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Publication:4987079
DOI10.1080/10920277.2019.1676787zbMath1461.91242OpenAlexW3001601971WikidataQ126306898 ScholiaQ126306898MaRDI QIDQ4987079
Publication date: 28 April 2021
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A215114/datastream/PDF_01/view
claim frequency distributioncompound mixed Poisson sumscompound Poisson sumsinsurance risk measurement
Related Items (7)
Tail Moments of Compound Distributions ⋮ EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES ⋮ Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses ⋮ Investing in your own and peers' risks: the simple analytics of P2P insurance ⋮ LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING ⋮ Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020 ⋮ Jiandong Ren's Discussion on “Size-Biased Risk Measures of Compound Sums,” by Michel Denuit, January 2020
Uses Software
Cites Work
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