The Compound DGL/Erlang Distribution in the Collective Risk Model || La distribución compuesta DGL/Erlang en el modelo de riesgo colectivo

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...

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Bibliographic Details
Main Authors: Gómez Déniz, Emilio, Calderín Ojeda, Enrique
Format: Article
Language:English
Published: Pablo de Olavide University 2013-01-01
Series:Revista de Métodos Cuantitativos para la Economía y la Empresa
Subjects:
automobile insurance
collective risk model
Lindley distribution
seguro de automóviles
modelo de riesgo colectivo
distribución Lindley
Online Access:http://www.upo.es/RevMetCuant/pdf/vol16/art81.pdf

Internet

http://www.upo.es/RevMetCuant/pdf/vol16/art81.pdf

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