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Recursions for compound phase distributions

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  • Eisele, Karl-Theodor

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  • Eisele, Karl-Theodor, 2006. "Recursions for compound phase distributions," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 149-156, February.
    • Handle: RePEc:eee:insuma:v:38:y:2006:i:1:p:149-156
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    References listed on IDEAS

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    1. Sundt, Bjorn, 2002. "Recursive evaluation of aggregate claims distributions," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 297-322, June.
    2. Sundt, Bjørn, 1999. "On Multivariate Panjer Recursions," ASTIN Bulletin, Cambridge University Press, vol. 29(1), pages 29-45, May.
    3. Sundt, Bjorn, 2003. "Some recursions for moments of compound distributions," Insurance: Mathematics and Economics, Elsevier, vol. 33(3), pages 487-496, December.
    4. Panjer, Harry H., 1981. "Recursive Evaluation of a Family of Compound Distributions," ASTIN Bulletin, Cambridge University Press, vol. 12(1), pages 22-26, June.
    5. Hesselager, Ole, 1996. "Recursions for certain bivariate counting distributions and their compound distributions," ASTIN Bulletin, Cambridge University Press, vol. 26(1), pages 35-52, May.
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    Cited by:

    1. Koutras, Vasileios M. & Koutras, Markos V. & Yalcin, Femin, 2016. "A simple compound scan statistic useful for modeling insurance and risk management problems," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 202-209.
    2. Sangüesa, C., 2008. "Error bounds in approximations of random sums using gamma-type operators," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 484-491, April.
    3. Govorun, Maria & Latouche, Guy & Loisel, Stéphane, 2015. "Phase-type aging modeling for health dependent costs," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 173-183.
    4. Eryilmaz, Serkan, 2017. "On compound sums under dependence," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 228-234.
    5. Eryilmaz, Serkan, 2021. "Revisiting discrete time age replacement policy for phase-type lifetime distributions," European Journal of Operational Research, Elsevier, vol. 295(2), pages 699-704.
    6. Vasileios M. Koutras & Markos V. Koutras, 2020. "Exact Distribution of Random Order Statistics and Applications in Risk Management," Methodology and Computing in Applied Probability, Springer, vol. 22(4), pages 1539-1558, December.
    7. Markos V. Koutras & Serkan Eryilmaz, 2017. "Compound Geometric Distribution of Order k," Methodology and Computing in Applied Probability, Springer, vol. 19(2), pages 377-393, June.
    8. Eisele, Karl-Theodor, 2008. "Recursions for multivariate compound phase variables," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 65-72, February.
    9. Cihangir Kan & Serkan Eryilmaz, 2021. "Reliability assessment of a discrete time cold standby repairable system," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(3), pages 613-628, October.
    10. Govorun, Maria & Latouche, Guy & Loisel, Stéphane, 2015. "Phase-type aging modeling for health dependent costs," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 173-183.
    11. Vasileios M. Koutras & Markos V. Koutras & Spiros D. Dafnis, 2022. "A Family of Induced Distributions," Methodology and Computing in Applied Probability, Springer, vol. 24(3), pages 1833-1848, September.
    12. Nadarajah, Saralees & Chan, Stephen & Afuecheta, Emmanuel, 2013. "On the characteristic function for asymmetric Student t distributions," Economics Letters, Elsevier, vol. 121(2), pages 271-274.
    13. Stathis Chadjiconstantinidis & Serkan Eryilmaz, 2022. "Reliability Assessment for Censored $${\boldsymbol{\delta}}$$ δ -Shock Models," Methodology and Computing in Applied Probability, Springer, vol. 24(4), pages 3141-3173, December.
    14. Franck Adékambi, 2019. "Moments Of Phase-Type Aging Modeling For Health Dependent Costs," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(2), pages 37-64, June.
    15. Eryilmaz, Serkan, 2016. "A new class of lifetime distributions," Statistics & Probability Letters, Elsevier, vol. 112(C), pages 63-71.

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