New results on the distributions of discounted compound poisson sums
Contenido multimedia no disponible por derechos de autor o por acceso restringido. Contacte con la institución para más información.
| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20190019149 | ||
| 003 | MAP | ||
| 005 | 20190625124238.0 | ||
| 008 | 190619e20190101gbr|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20190008174$aZhang, Zhehao | |
| 245 | 0 | 0 | $aNew results on the distributions of discounted compound poisson sums$cZhehao Zhang |
| 300 | $a19 p. | ||
| 520 | $aThis paper focuses on the distribution of Poisson sums of discounted claims over a finite or infinite time period. It gives two new results when claim amounts follow Mittag-Leffer distributions and two new results when claim amounts follow gamma distributions. Further, as Mittag-Leffer distribution is of heavytailed nature and its moments only exist for order strictly smaller than one, this distribution can be used for modelling insurance whose claim amounts are extremely large, that is, catastrophe insurance. | ||
| 650 | 4 | $0MAPA20080602437$aMatemática del seguro | |
| 650 | 4 | $0MAPA20090041721$aDistribución Poisson-Beta | |
| 650 | 4 | $0MAPA20080600204$aCatástrofes naturales | |
| 650 | 4 | $0MAPA20080629755$aSeguro de riesgos extraordinarios | |
| 773 | 0 | $wMAP20077000420$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association$x0515-0361$g01/01/2019 Volumen 49 Número 1 - enero 2019 , p. 169-188 |