NEW RESULTS ON THE DISTRIBUTION OF DISCOUNTED COMPOUND POISSON SUMS
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DOI: 10.1017/asb.2018.28
Abstract: Abstract This paper focuses on the distribution of Poisson sums of discounted claims over a finite or infinite time period. It gives two new results when claim amounts follow Mittag-Leffler distributions and two new results… read more here.
Keywords: claim amounts; new results; results distribution; poisson sums ... See more keywords