Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums

DOI10.1016/0167-7152(93)90211-ZzbMath0779.60012MaRDI QIDQ689560

Werner Hürlimann

Publication date: 19 January 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

conditional probabilitystop-loss transformbivariate distributionsdiatomic random variable

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (6)

Modeling and Comparing Dependencies in Multivariate Risk Portfolios ⋮ Stochastic bounds on sums of dependent risks ⋮ Empirical investigation of insurance claim dependencies using mixture models ⋮ On the correlation order ⋮ Claim dependence with common effects in credibility models ⋮ Bayesian ratemaking with common effects modeled by mixture of Pólya tree processes

Cites Work

• Unnamed Item
• Error bounds for the compound Poisson approximation
• Bivariate distributions with Weibull conditionals
• On the impact of independence of risks on stop loss premiums
• Conditionally specified distributions
• Negative claim amounts, Bessel functions, linear programming and Miller's algorithm
• Bivariate distributions with Pareto conditionals
• Convex majorization with an application to the length of critical paths
• Approximation of sums by compound Poisson distributions with respect to stop-loss distances
• Bivariate Distributions With Exponential Conditionals
• Compatible Conditional Distributions
• On the distinction between the conditional probability and the joint probability approaches in the specification of nearest-neighbour systems
• Option pricing: A simplified approach

This page was built for publication: Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums