On the distributions of two classes of correlated aggregate claims
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference9 articles.
1. On the distribution of a sum of correlated aggregate claims;Ambagaspitiya;Insurance: Mathematics and Economics,1998
2. Compound bivariate Lagrangian Poisson distribution;Ambagaspitiya;Insurance: Mathematics and Economics,1998
3. A family of discrete distributions;Ambagaspitiya;Insurance: Mathematics and Economics,1995
4. Multivariate model of the total claims process;Cummins;ASTIN Bulletin,1984
5. Estimating the total claims distribution using multivariate frequency and severity distributions;Cummins;Journal of Risk and Insurance,1983
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