Mixed Poisson Process With Pareto Mixing Variable And Its Risk Applications

dc.date.accessioned2018-12-07T13:33:28Z
dc.date.accessioned2022-10-18T21:58:34Z
dc.date.available2018-12-07T13:33:28Z
dc.date.available2022-10-18T21:58:34Z
dc.date.created2018-12-07T13:33:28Z
dc.date.issued2016
dc.identifierhttp://hdl.handle.net/10533/232524
dc.identifier1151441
dc.identifierWOS:000376644700003
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/4463879
dc.description.abstractThis paper considers a mixed Poisson process with Pareto mixing variable, Exp-Pareto, and Erlang-Pareto distributions. New important properties of these distributions are derived.Approximations of the random time transformed Cram,r-Lundberg collective ris
dc.languageeng
dc.relationhttps://link.springer.com/content/pdf/10.1007%2Fs10986-016-9313-4.pdf
dc.relationhandle/10533/111557
dc.relation10.1007/s10986-016-9313-4
dc.relationhandle/10533/111541
dc.relationhandle/10533/108045
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 Chile
dc.rightshttp://creativecommons.org/licenses/by-nc-nd/3.0/cl/
dc.titleMixed Poisson Process With Pareto Mixing Variable And Its Risk Applications
dc.typeArticulo


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