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Limiting tail behaviour of some discrete compound distributions

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  • Willmot, Gordon E.

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  • Willmot, Gordon E., 1989. "Limiting tail behaviour of some discrete compound distributions," Insurance: Mathematics and Economics, Elsevier, vol. 8(3), pages 175-185, November.
    • Handle: RePEc:eee:insuma:v:8:y:1989:i:3:p:175-185
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    Cited by:

    1. 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.
    2. Cossette, Helene & Landriault, David & Marceau, Etienne, 2006. "Ruin probabilities in the discrete time renewal risk model," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 309-323, April.
    3. 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.
    4. Cossette, Helene & Landriault, David & Marceau, Etienne, 2004. "Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model," Insurance: Mathematics and Economics, Elsevier, vol. 34(3), pages 449-466, June.

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