A family of discrete distributions
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to
for a different version of it.References listed on IDEAS
- repec:cup:astinb:v:21:y:1991:i:02:p:193-198_00 is not listed on IDEAS
- repec:cup:astinb:v:23:y:1993:i:02:p:227-258_01 is not listed on IDEAS
- Panjer, Harry H. & Willmot, Gordon E., 1986. "Computational aspects of recursive evaluation of compound distributions," Insurance: Mathematics and Economics, Elsevier, vol. 5(1), pages 113-116, January.
- repec:cup:astinb:v:19:y:1989:i:01:p:9-24_00 is not listed on IDEAS
- Willmot, G. E. & Panjer, H. H., 1987. "Difference equation approaches in evaluation of compound distributions," Insurance: Mathematics and Economics, Elsevier, vol. 6(1), pages 43-56, January.
- repec:cup:astinb:v:12:y:1981:i:01:p:22-26_00 is not listed on IDEAS
- repec:cup:astinb:v:12:y:1981:i:01:p:27-39_00 is not listed on IDEAS
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Sundt, Bjorn, 2002. "Recursive evaluation of aggregate claims distributions," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 297-322, June.
- Gathy, Maude & Lefèvre, Claude, 2010. "On the Lagrangian Katz family of distributions as a claim frequency model," Insurance: Mathematics and Economics, Elsevier, vol. 47(1), pages 76-83, August.
- Ambagaspitiya, Rohana S., 1998. "On the distribution of a sum of correlated aggregate claims," Insurance: Mathematics and Economics, Elsevier, vol. 23(1), pages 15-19, October.
- Ambagaspitiya, Rohana S., 1998. "Compound bivariate Lagrangian Poisson distributions," Insurance: Mathematics and Economics, Elsevier, vol. 23(1), pages 21-31, October.
- Ambagaspitiya, Rohana S., 1999. "On the distributions of two classes of correlated aggregate claims," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 301-308, May.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Sundt, Bjorn, 2002. "Recursive evaluation of aggregate claims distributions," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 297-322, June.
- Vernic, Raluca, 2018. "On the evaluation of some multivariate compound distributions with Sarmanov’s counting distribution," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 184-193.
- Rui M. R. Cardoso & Andressa C. O. Melo, 2025. "Numerical Calculation of Finite-Time Ruin Probabilities in the Dual Risk Model," Risks, MDPI, vol. 13(9), pages 1-17, September.
- Luong, Andrew & Doray, Louis G., 2002. "General quadratic distance methods for discrete distributions definable recursively," Insurance: Mathematics and Economics, Elsevier, vol. 30(2), pages 255-267, April.
- Xiaolin Luo & Pavel V. Shevchenko, 2009. "Computing Tails of Compound Distributions Using Direct Numerical Integration," Papers 0904.0830, arXiv.org, revised Feb 2010.
- Paul Embrechts & Marco Frei, 2009. "Panjer recursion versus FFT for compound distributions," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 69(3), pages 497-508, July.
- Aleksandr Beknazaryan & Peter Adamic, 2022. "On a stochastic order induced by an extension of Panjer’s family of discrete distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(1), pages 67-91, January.
- Pavel V. Shevchenko, 2010. "Calculation of aggregate loss distributions," Papers 1008.1108, arXiv.org.
- Cordelia Rudolph & Uwe Schmock, 2020. "Multivariate Collective Risk Model: Dependent Claim Numbers and Panjer’s Recursion," Risks, MDPI, vol. 8(2), pages 1-31, May.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:16:y:1995:i:2:p:107-127. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/505554 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/eee/insuma/v16y1995i2p107-127.html