Further results of recursive evaluation for compound distribution with the severity distribution of mixed type

DOI10.1016/J.CAMWA.2011.05.007zbMath1228.91038OpenAlexW2034235776MaRDI QIDQ651474

Wen Hou, He Liu, Lixin Song, Zhen-Hua Bao

Publication date: 18 December 2011

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2011.05.007

zbMATH Keywords

excess-of-loss reinsurancecompound distributionnumerical evaluationrecursive equationseverity distribution of the mixed type

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability distributions: general theory (60E05)

Cites Work

• On the distributions of two classes of multiple dependent aggregate claims
• On moments of counting distributions satisfying the \(k\)th-order recursion and their compound distributions
• Recursive equations for compound distribution with the severity distribution of the mixed type
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