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4 - Frequency-Severity Analysis
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- Quantitative Enterprise Risk Management
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- 28 July 2022
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- 05 May 2022, pp 106-131
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On the Sums of Compound Negative Binomial and Gamma Random Variables
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- Journal of Applied Probability / Volume 46 / Issue 1 / March 2009
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- 14 July 2016, pp. 272-283
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- March 2009
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A NOTE ON THE CLOSURE OF CONVOLUTION POWER MIXTURES (RANDOM SUMS) OF EXPONENTIAL DISTRIBUTIONS
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- Journal of the Australian Mathematical Society / Volume 84 / Issue 1 / February 2008
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- 01 February 2008, pp. 1-7
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- February 2008
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Convergence results for compound Poisson distributions and applications to the standard Luria–Delbrück distribution
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- Journal of Applied Probability / Volume 42 / Issue 3 / September 2005
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- 14 July 2016, pp. 620-631
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- September 2005
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Infinitely divisible approximations for discrete nonlattice variables
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- Advances in Applied Probability / Volume 35 / Issue 4 / December 2003
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- 01 July 2016, pp. 982-1006
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- December 2003
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A Gaussian Exponential Approximation to Some Compound Poisson Distributions
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- ASTIN Bulletin: The Journal of the IAA / Volume 33 / Issue 1 / May 2003
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- 17 April 2015, pp. 41-55
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- May 2003
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Compound Poisson approximations for sums of discrete nonlattice variables
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- Advances in Applied Probability / Volume 35 / Issue 1 / March 2003
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- 01 July 2016, pp. 228-250
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- March 2003
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Compound poisson approximations for the numbers of extreme spacings
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- Advances in Applied Probability / Volume 25 / Issue 4 / December 1993
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- 01 July 2016, pp. 847-874
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- December 1993
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On the compound Poisson limit for high level exceedances
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- Journal of Applied Probability / Volume 26 / Issue 3 / September 1989
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- 14 July 2016, pp. 458-465
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- September 1989
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Poisson theorem for non-homogeneous Markov chains
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- Journal of Applied Probability / Volume 26 / Issue 3 / September 1989
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- 14 July 2016, pp. 637-642
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- September 1989
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An Improved Error Bound for the Compound Poisson Approximation of a Nearly Homogeneous Portfolio
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- ASTIN Bulletin: The Journal of the IAA / Volume 17 / Issue 2 / November 1987
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- 29 August 2014, pp. 165-169
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- November 1987
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Improved Approximations for the Aggregate Claims Distribution in the Individual Model
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- ASTIN Bulletin: The Journal of the IAA / Volume 16 / Issue 2 / November 1986
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- 29 August 2014, pp. 89-100
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- November 1986
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Limit laws for kth order statistics from strong-mixing processes
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- Journal of Applied Probability / Volume 21 / Issue 4 / December 1984
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- 14 July 2016, pp. 720-729
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- December 1984
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Some results on regular variation for distributions in queueing and fluctuation theory
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- Journal of Applied Probability / Volume 10 / Issue 2 / June 1973
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- 14 July 2016, pp. 343-353
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- June 1973
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