On Mixed and Compound Mixed Poisson Distributions

DOI10.1080/03461230110106525zbMath1142.62009OpenAlexW1995540708MaRDI QIDQ5430575

Demetrios L. Antzoulakos, Stathis Chadjiconstantinidis

Publication date: 16 December 2007

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

Full work available at URL: https://doi.org/10.1080/03461230110106525

zbMATH Keywords

momentsrecursioncompound distributionstop-loss transform\(t\)-th order cumulative distribution function\(t\)-th order tail probability

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15)

Related Items (10)

On k-distorted generalized discrete family of distributions ⋮ On the distributions of two classes of multiple dependent aggregate claims ⋮ A new discrete distribution with actuarial applications ⋮ Error bounds in approximations of random sums using gamma-type operators ⋮ The Poisson-conjugate Lindley mixture distribution ⋮ Further improved recursions for a class of compound Poisson distributions ⋮ Poisson-mixed Inverse Gaussian Regression Model and Its Application ⋮ Compound mixed Poisson distributions I ⋮ Compound Mixed Poisson Distributions II ⋮ A suitable discrete distribution for modelling automobile claim frequencies

Cites Work

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• Difference equation approaches in evaluation of compound distributions
• A Generalized Class of Contagious Distributions
• Asymptotic tail behaviour of Poisson mixtures by applications
• Generalizations of the Pollaczek-Khinchin integral equation in the theory of queues

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