Compound Poisson models in actuarial risk theory

DOI10.1016/0304-4076(83)90075-1zbMath0525.62097OpenAlexW2073943611MaRDI QIDQ585633

Harry H. Panjer, Gordon E. Willmot

Publication date: 1983

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(83)90075-1

zbMATH Keywords

characteristic functionlimit theoremrisk theorycompound Poisson distributionsBayesian uncertaintyinfinite divisibility of mixed distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items

Bayesian analysis of compound loss distributions ⋮ Spatial modelling of claim frequency and claim size in non-life insurance ⋮ Approximation of a sample by a Poisson point process

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On risk processes with the Markov property and with independent increments
• A general result on infinite divisibility
• Some recent results in infinite divisibility
• Wahrscheinlichkeitstheoretische Modelle in der Schadenversicherung
• On the infinite divisbility of the Pareto distribution
• On the infinite divisibility of the lognormal distribution
• On the infinite divisibility of products of powers of gamma variables
• On a New Class of "Contagious" Distributions, Applicable in Entomology and Bacteriology