New results on the distribution of discounted compound Poisson sums
by Zhehao Zhang
| Year of publication: |
2019
|
|---|---|
| Authors: | Zhang, Zhehao |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 49.2019, 1, p. 169-187
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| Subject: | Poisson risk process | discounted aggregate claims | Mittag-Leffler distribution | heavy tailed | catastrophe insurance | Stochastischer Prozess | Stochastic process | Theorie | Theory | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Risikomodell | Risk model | Risiko | Risk | Diskontierung | Discounting | Elementarschadenversicherung | Natural disaster insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2018.28 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012105439