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Compound poisson models in actuarial risk theory

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  • Panjer, Harry H.
  • Willmot, Gordon E.

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  • Panjer, Harry H. & Willmot, Gordon E., 1983. "Compound poisson models in actuarial risk theory," Journal of Econometrics, Elsevier, vol. 23(1), pages 63-76, September.
    • Handle: RePEc:eee:econom:v:23:y:1983:i:1:p:63-76
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    Cited by:

    1. Pai, Jeffrey S., 1997. "Bayesian analysis of compound loss distributions," Journal of Econometrics, Elsevier, vol. 79(1), pages 129-146, July.
    2. 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).
    3. Hernández-Bastida, Agustin & Fernández-Sánchez, Mª Pilar & Gómez-Déniz, Emilio, 2011. "A Desirable Aspect in the Variance Premium in a Collective Risk Model/Un aspecto deseable de la Prima Varianza en el Modelo Colectivo de Riesgo," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 29, pages 395(18.)-39, Abril.
    4. van der Laan, B. S. & Louter, A. S., 1985. "A Statistical Model For The Costs Of Passenger Car Traffic Accidents," Econometric Institute Archives 272296, Erasmus University Rotterdam.

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