On a family of aggregate claims distributions

DOI10.1016/0167-6687(84)90056-8zbMath0541.62095OpenAlexW2023929008WikidataQ127740854 ScholiaQ127740854MaRDI QIDQ794381

Fung Yee Chan

Publication date: 1984

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(84)90056-8

zbMATH Keywords

meanvariancekernelnegative binomialPoisson distributionsaggregate claims distributionscompound binomialintegral equation representationlogarithmic

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (2)

Improved recursions for some compound Poisson distributions ⋮ Inequalities for the De Pril approximation to the distribution of the number of policies with claims

Cites Work

• On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums
• Unnamed Item

This page was built for publication: On a family of aggregate claims distributions