We improve on some results of SUNDT (1982) on the asymptotic behavlour of compound negative binomial distributions KEY WORDS Compound negative binomial distributions, renewal theory, asymptotic estimates. Consider the aggregate claims of an insurance company in a given period, N x=EY, where the claim sizes {Y,: ~No} are i.i.d, non-negative random variables with F(x) = P { Y ~ ~< x} non-lattice (i.e., we assume the claim size distribution F to be non-discrete; take for instance F continuous), independent of the negative binomial claim arrwal variable N. Then pn~P{N n}=(a~- I+n) = p"q", n~ n where 0 < p < 1, p + q = I and o ~> 0. Denote by f the Laplace-Stieltjes transform of F and assume that there exists a constant K...
In the beginning of the master thesis, the conditions are considered under which distribution of ran...
In this study, we show how expressions for the probability of ultimate ruin can be obtained from the...
Sakhanenko AI, Wachtel V, Prokopenko EI, Shelepova AD. On the asymptotics of the distribution of the...
The paper gives some asymptotic results for the compound distribution of aggregate claims when the c...
This thesis consists of a unified study of bounds and asymptotic estimates for renewal equations and...
In this paper, we prove a local limit theorem and a refined continuity correction for the negative b...
This article deals with a nonhomogeneous binomial (NHB) model where the probability of failure at th...
We study the convolution of compound negative binomial distributions with arbitrary parameters. The ...
The compound binomial model is a discrete time analogue (or approximation) of the compound Poisson m...
We consider robust parametric procedures for univariate discrete distributions, focusing on the nega...
The infinite divisibility of compound negative binomial distribution especially as the sum of Laplac...
In this paper we re-cap the discrete model and views by Gerber (1988), also re-taken by other author...
We study inference and diagnostics for count time series regression models that include a feedback m...
Consider two non-negative integer-valued r.v.'s X,Y with X=>Y. Suppose that the conditional distribu...
It is shown that the negative binomial distribution NB(r,p) may arise out of an identical but depend...
In the beginning of the master thesis, the conditions are considered under which distribution of ran...
In this study, we show how expressions for the probability of ultimate ruin can be obtained from the...
Sakhanenko AI, Wachtel V, Prokopenko EI, Shelepova AD. On the asymptotics of the distribution of the...
The paper gives some asymptotic results for the compound distribution of aggregate claims when the c...
This thesis consists of a unified study of bounds and asymptotic estimates for renewal equations and...
In this paper, we prove a local limit theorem and a refined continuity correction for the negative b...
This article deals with a nonhomogeneous binomial (NHB) model where the probability of failure at th...
We study the convolution of compound negative binomial distributions with arbitrary parameters. The ...
The compound binomial model is a discrete time analogue (or approximation) of the compound Poisson m...
We consider robust parametric procedures for univariate discrete distributions, focusing on the nega...
The infinite divisibility of compound negative binomial distribution especially as the sum of Laplac...
In this paper we re-cap the discrete model and views by Gerber (1988), also re-taken by other author...
We study inference and diagnostics for count time series regression models that include a feedback m...
Consider two non-negative integer-valued r.v.'s X,Y with X=>Y. Suppose that the conditional distribu...
It is shown that the negative binomial distribution NB(r,p) may arise out of an identical but depend...
In the beginning of the master thesis, the conditions are considered under which distribution of ran...
In this study, we show how expressions for the probability of ultimate ruin can be obtained from the...
Sakhanenko AI, Wachtel V, Prokopenko EI, Shelepova AD. On the asymptotics of the distribution of the...