Results 251 to 260 of about 9,320,217 (335)

Copula Regression for Compound Distributions with Endogenous Covariates with Applications in Insurance Deductible Pricing

Journal of the American Statistical Association, 2022
This article concerns deductible pricing in nonlife insurance contracts. The primary interest of insurers is the effect of the contract deductible on a policyholder’s aggregate loss that is determined by a compound distribution where the sum of ...
Peng Shi, Gee Y. Lee
semanticscholar   +1 more source

Tail Moments of Compound Distributions

Social Science Research Network, 2021
In this article, we study the moment transform of both univariate and multivariate compound sums. We first derive simple explicit formulas for the first and second moment transforms when the (loss) frequency distribution is in the so-called class.
Jiandong Ren
semanticscholar   +1 more source

The Effect of Uniform Quantization on Parameter Estimation of Compound Distributions

IEEE Control Systems Letters, 2019
This letter considers the problem of how uniform quantization affects the maximum likelihood estimation of the parameters of a probability density function representing a compound distribution.
R. Seifullaev, S. Knorn, A. Ahlén
semanticscholar   +1 more source

The D compound Poisson distribution

Statistical Papers, 1993
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Huang, M. L., Fung, K. Y.
openaire   +1 more source

Compound mixed Poisson distributions I

Scandinavian Actuarial Journal, 2006
The concept of compound mixed Poisson distributions in actuarial science is used to represent such variables as the total amount of claims or losses payable by an insurer. In this paper, comprehensive collections of approximate forms are derived for the compound mixed Poisson distribution.
Saralees Nadarajah, Samuel Kotz
openaire   +1 more source

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