Julia Kagan is a financial/consumer journalist and former senior editor, personal finance, of Investopedia. David Kindness is a Certified Public Accountant (CPA) and an expert in the fields of ...
We investigate compound distributions - for example, compound mixed Poisson distributions - in the case where the summands, the mixing distribution or the number of summands are subexponential. It is ...
This is a preview. Log in through your library . Abstract Let $S_\Delta$ denote the class of local subexponential distributions and $F^{*\nu}$ the $\nu-fold ...
An important problem in the field of insurance and operational risk is the determination of the distribution function when a compound loss model is used for the total loss. A large variety of methods ...
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