IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v52y2008i3p1490-1499.html
   My bibliography  Save this article

A class of discrete distributions arising from difference of two random variables

Author

Listed:
  • Ong, S.H.
  • Shimizu, K.
  • Min Ng, Choung

Abstract

No abstract is available for this item.

Suggested Citation

  • Ong, S.H. & Shimizu, K. & Min Ng, Choung, 2008. "A class of discrete distributions arising from difference of two random variables," Computational Statistics & Data Analysis, Elsevier, vol. 52(3), pages 1490-1499, January.
  • Handle: RePEc:eee:csdana:v:52:y:2008:i:3:p:1490-1499
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(07)00163-6
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Ong, S. H., 1995. "Some stochastic models leading to the convolution of two binomial variables," Statistics & Probability Letters, Elsevier, vol. 22(2), pages 161-166, February.
    2. Sundt, Bjørn & Jewell, William S., 1981. "Further Results on Recursive Evaluation of Compound Distributions," ASTIN Bulletin, Cambridge University Press, vol. 12(1), pages 27-39, June.
    Full references (including those not matched with items on IDEAS)

    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.
    1. Venegas-Martínez, Francisco & Franco-Arbeláez, Luis Ceferino & Franco-Ceballos, Luis Eduardo & Murillo-Gómez, Juan Guillermo, 2015. "Riesgo operativo en el sector salud en Colombia: 2013," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(43), pages 7-36, segundo s.
    2. 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.
    3. Marios N. Kyriacou, 2015. "Credit Risk Measurement in Financial Institutions: Going Beyond Regulatory Compliance," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 9(1), pages 31-72, June.
    4. 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.
    5. Janecskó, Balázs, 2002. "Portfóliószemléletű hitelkockázat szimulációs meghatározása [Simulated determination of credit risk in portfolio terms]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 664-676.
    6. 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.
    7. Centeno, M.L. & Guerra, M., 2010. "The optimal reinsurance strategy -- the individual claim case," Insurance: Mathematics and Economics, Elsevier, vol. 46(3), pages 450-460, June.
    8. Baena-Mirabete, S. & Puig, P., 2020. "Computing probabilities of integer-valued random variables by recurrence relations," Statistics & Probability Letters, Elsevier, vol. 161(C).
    9. Omar M. Bdair & Mohammad Z. Raqab, 2022. "Prediction of future censored lifetimes from mixture exponential distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(7), pages 833-857, October.
    10. Shaun, Wang, 1995. "On two-sided compound binomial distributions," Insurance: Mathematics and Economics, Elsevier, vol. 17(1), pages 35-41, August.
    11. den Iseger, P. W. & Smith, M. A. J. & Dekker, R., 1997. "Computing compound distributions faster!," Insurance: Mathematics and Economics, Elsevier, vol. 20(1), pages 23-34, June.
    12. Sundt, Bjorn, 2003. "Some recursions for moments of compound distributions," Insurance: Mathematics and Economics, Elsevier, vol. 33(3), pages 487-496, December.
    13. Kitano, Masashi & Shimizu, Kunio & Ong, S.H., 2005. "The generalized Charlier series distribution as a distribution with two-step recursion," Statistics & Probability Letters, Elsevier, vol. 75(4), pages 280-290, December.
    14. James D. Englehardt & Chengjun Peng, 1996. "A Bayesian Benefit‐Risk Model Applied to the South Florida Building Code," Risk Analysis, John Wiley & Sons, vol. 16(1), pages 81-91, February.
    15. Sundt, Bjorn, 2002. "Recursive evaluation of aggregate claims distributions," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 297-322, June.
    16. Stefan Gerhold & Uwe Schmock & Richard Warnung, 2010. "A generalization of Panjer’s recursion and numerically stable risk aggregation," Finance and Stochastics, Springer, vol. 14(1), pages 81-128, January.
    17. Anh Ninh, 2021. "Robust newsvendor problems with compound Poisson demands," Annals of Operations Research, Springer, vol. 302(1), pages 327-338, July.
    18. Ambagaspitiya, R. S., 1995. "A family of discrete distributions," Insurance: Mathematics and Economics, Elsevier, vol. 16(2), pages 107-127, May.
    19. Dickson, David C.M. & Li, Shuanming, 2013. "The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 490-497.
    20. A.Hernández-Bastida & J. M. Pérez–Sánchez & E. Gómez-Deniz, 2007. "Bayesian Analysis Of The Compound Collective Model: The Net Premium Principle With Exponential Poisson And Gamma–Gamma Distributions," FEG Working Paper Series 07/03, Faculty of Economics and Business (University of Granada).

    More about this item

    Statistics

    Access and download statistics

    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:csdana:v:52:y:2008:i:3:p:1490-1499. 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/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.