On the distributions of two classes of multiple dependent aggregate claims

DOI10.1007/S10255-006-6178-ZzbMath1153.91604OpenAlexW2077983966MaRDI QIDQ951757

Kam-Chuen Yuen, Li Xing Zhu, Rong-Ming Wang

Publication date: 27 October 2008

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-006-6178-z

zbMATH Keywords

absolutely continuouscompound distributionrecursive algorithmcollective risk modelaggregate claim distribution

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Renewal theory (60K05)

Related Items (1)

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

Cites Work

• Unnamed Item
• Unnamed Item
• On the distributions of two classes of correlated aggregate claims
• Difference equation approaches in evaluation of compound distributions
• On Mixed and Compound Mixed Poisson Distributions

This page was built for publication: On the distributions of two classes of multiple dependent aggregate claims