Asymptotic Behaviour of Compound Distributions
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Cited by:
- Christian Genest & Johanna G. Nešlehová, 2020. "A Conversation With Paul Embrechts," International Statistical Review, International Statistical Institute, vol. 88(3), pages 521-547, December.
- S. Pitts, 1994. "Nonparametric estimation of compound distributions with applications in insurance," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(3), pages 537-555, September.
- 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.
- Harri Nyrhinen, 2015. "On real growth and run-off companies in insurance ruin theory," Papers 1511.01763, arXiv.org.
- 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.
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