Recursions for compound phase distributions-Reference-Cited by-同舟云学术

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Recursions for compound phase distributions

Published:2006-02 Issue:1 Volume:38 Page:149-156
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Eisele Karl-Theodor

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference12 articles.

1. Ruin Probabilities;Asmussen,2000

2. An extension of Panjer’s recursion;Hess;ASTIN Bulletin,2002

3. Recursions for certain bivariate counting distributions and their compound distributions;Hesselager;ASTIN Bulletin,1996

4. Hipp, C., 2005. Phase type distributions and their applications, Strasbourg lecture.

5. Hipp, C., 2004. Speedy Panjer for phase type claims. IME Congress Rome.

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