Random sums of exchangeable variables and actuarial applications

DOI10.1016/j.insmatheco.2007.01.010zbMath1141.91521OpenAlexW2136774578MaRDI QIDQ939342

Nikolai Kolev, Delhi Paiva

Publication date: 22 August 2008

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.01.010

zbMATH Keywords

random sumsexchangeabilitycorrelation coefficienthomogeneous Markov chaincollective risk modeljoint probability generating function

Mathematics Subject Classification ID

Related Items (10)

Capacity management under uncertainty with inter-process, intra-process and demand interdependencies in high-flexibility environments ⋮ Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings ⋮ Exchangeable FGM copulas ⋮ Statistical modeling for discrete patterns in a sequence of exchangeable trials ⋮ The credibility models with equal correlation risks ⋮ Multivariate insurance models: an overview ⋮ On compound sums under dependence ⋮ Correlated binomial regression models ⋮ Estimation of log-linear-binomial distribution with applications ⋮ On bivariate compound sums

Cites Work

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• Statistical inference in Bernoulli trials with dependence
• The Meaning of Binomial Distribution
• Correlated INAR(1) process
• A Markov chain model of extrabinomial variation
• Assessing the Order of Dependence for Partially Exchangeable Binary Data

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