The Compound DGL/Erlang Distribution in the Collective Risk Model || La distribución compuesta DGL/Erlang en el modelo de riesgo colectivo
In this paper the analysis of the collective risk model assuming Erlang loss, when the claim frequency follows the discrete generalized Lindley distribution, is considered. After providing some new results of this discrete model, analytical expressions for the aggregate claim size distribution in ge...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Pablo de Olavide University
2013-01-01
|
| Series: | Revista de Métodos Cuantitativos para la Economía y la Empresa |
| Subjects: | |
| Online Access: | http://www.upo.es/RevMetCuant/pdf/vol16/art81.pdf |