Compound bivariate Lagrangian Poisson distributions
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Goovaerts, M. J. & Kaas, R., 1991. "Evaluating Compound Generalized Poisson Distributions Recursively," ASTIN Bulletin, Cambridge University Press, vol. 21(2), pages 193-198, November.
- Ambagaspitiya, R.S. & Balakrishnan, N., 1994. "On the Compound Generalized Poisson Distributions," ASTIN Bulletin, Cambridge University Press, vol. 24(2), pages 255-263, November.
- Ambagaspitiya, R. S., 1995. "A family of discrete distributions," Insurance: Mathematics and Economics, Elsevier, vol. 16(2), pages 107-127, May.
- 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.
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.
- Li, Junhai & Liu, Zaiming & Tang, Qihe, 2007. "On the ruin probabilities of a bidimensional perturbed risk model," Insurance: Mathematics and Economics, Elsevier, vol. 41(1), pages 185-195, July.
- 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.
- Anastasiadis, Simon & Chukova, Stefanka, 2012. "Multivariate insurance models: An overview," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 222-227.
- 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.
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.- 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.
- Sundt, Bjorn, 2002. "Recursive evaluation of aggregate claims distributions," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 297-322, June.
- 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., 1999. "On the distributions of two classes of correlated aggregate claims," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 301-308, May.
- Eisele, Karl-Theodor, 2008. "Recursions for multivariate compound phase variables," Insurance: Mathematics and Economics, Elsevier, vol. 42(1), pages 65-72, February.
- A. Sharif & S. Csörgö & S. Takenaka & D. Dacunha-Castelle & H. Basler, 1996. "Book-reviews," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 43(1), pages 91-100, December.
- Pierre-Olivier Goffard & Patrick Laub, 2021. "Approximate Bayesian Computations to fit and compare insurance loss models," Post-Print hal-02891046, HAL.
- Vicente G. Cancho & Elizbeth C. Bedia & Gauss M. Cordeiro & Fábio Prataviera & Edwin M. M. Ortega & Ana P. J. E. Santo, 2023. "A survival regression with cure fraction applied to cervical cancer," Computational Statistics, Springer, vol. 38(1), pages 403-418, March.
- 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.
- Ambagaspitiya, R. S., 1995. "A family of discrete distributions," Insurance: Mathematics and Economics, Elsevier, vol. 16(2), pages 107-127, May.
- Vera Hofer & Johannes Leitner, 2012. "A bivariate Sarmanov regression model for count data with generalised Poisson marginals," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(12), pages 2599-2617, August.
- Lian, Yu-Min & Chen, Jun-Home & Liao, Szu-Lang, 2021. "Cojump risks and their impacts on option pricing," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 399-410.
- Christian Weiß, 2008. "Thinning operations for modeling time series of counts—a survey," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 92(3), pages 319-341, August.
- Lian, Yu-Min & Chen, Jun-Home, 2020. "Joint dynamic modeling and option pricing in incomplete derivative-security market," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Emilio Gómez-Déniz & Enrique Calderín-Ojeda, 2020. "A Survey of the Individual Claim Size and Other Risk Factors Using Credibility Bonus-Malus Premiums," Risks, MDPI, vol. 8(1), pages 1-19, February.
- Shang-Yin Yang & Chou-Wen Wang & Hong-Chih Huang, 2016. "The Valuation of Lifetime Health Insurance Policies with Limited Coverage," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(3), pages 777-800, September.
- Ren, Jiandong, 2012. "A multivariate aggregate loss model," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 402-408.
- Pierre-Olivier Goffard & Stéphane Loisel & Denys Pommeret, 2017. "Polynomial Approximations for Bivariate Aggregate Claims Amount Probability Distributions," Methodology and Computing in Applied Probability, Springer, vol. 19(1), pages 151-174, March.
- Goffard, Pierre-Olivier & Laub, Patrick J., 2021. "Approximate Bayesian Computations to fit and compare insurance loss models," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 350-371.
- Finner, H. & Kern, P. & Scheer, M., 2015. "On some compound distributions with Borel summands," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 234-244.
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:23:y:1998:i:1:p:21-31. 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.