On the compound α(t)-modified Poisson distribution

Katarzyna Steliga; Dominik Szynal

Applicationes Mathematicae (2015)

  • Volume: 42, Issue: 4, page 359-377
  • ISSN: 1233-7234

Abstract

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In this paper we introduce compound α(t)-modified Poisson distributions. We obtain the compound Delaporte distribution as the special case of the compound α(t)-modified Poisson distribution. The characteristics of α(t)-modified Poisson and some compound distributions with gamma, exponential and Panjer summands are presented.

How to cite

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Katarzyna Steliga, and Dominik Szynal. "On the compound α(t)-modified Poisson distribution." Applicationes Mathematicae 42.4 (2015): 359-377. <http://eudml.org/doc/279158>.

@article{KatarzynaSteliga2015,
abstract = {In this paper we introduce compound α(t)-modified Poisson distributions. We obtain the compound Delaporte distribution as the special case of the compound α(t)-modified Poisson distribution. The characteristics of α(t)-modified Poisson and some compound distributions with gamma, exponential and Panjer summands are presented.},
author = {Katarzyna Steliga, Dominik Szynal},
journal = {Applicationes Mathematicae},
keywords = {$\alpha $(t)-modified Poisson distributions; delaporte distribution; compound distributions; panjer class; moments},
language = {eng},
number = {4},
pages = {359-377},
title = {On the compound α(t)-modified Poisson distribution},
url = {http://eudml.org/doc/279158},
volume = {42},
year = {2015},
}

TY - JOUR
AU - Katarzyna Steliga
AU - Dominik Szynal
TI - On the compound α(t)-modified Poisson distribution
JO - Applicationes Mathematicae
PY - 2015
VL - 42
IS - 4
SP - 359
EP - 377
AB - In this paper we introduce compound α(t)-modified Poisson distributions. We obtain the compound Delaporte distribution as the special case of the compound α(t)-modified Poisson distribution. The characteristics of α(t)-modified Poisson and some compound distributions with gamma, exponential and Panjer summands are presented.
LA - eng
KW - $\alpha $(t)-modified Poisson distributions; delaporte distribution; compound distributions; panjer class; moments
UR - http://eudml.org/doc/279158
ER -

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