A mixed bivariate distribution with exponential and geometric marginals

A Skew Laplace Distribution on Integers

“…Our next results, which an extension of the symmetric case establish by Inusah and Kozubowski (2006), shows that this is indeed the case, and the variables X i are DL distributed themselves. This shows that skew DL distributions are geometric infinitely divisible, which is in contrast with the geometric distribution itself (see, e.g., Kozubowski and Panorska, 2005). …”

Medidas de riesgo para riesgo operacional con un modelo de perdida agregada de Poisson-Lindley

“…Por otra parte, es conocido que en muchos conjuntos de datos en los problemas que nos ocupan se presenta una varianza más grande que la media (fenómeno conocido como sobredispersión) y por esta razón se han considerado diferentes distribuciones alternativas para la variable aleatoria K ; en especial, las distribuciones mixturas de la Poisson, ver entre otros Grandell (1997) of the crm is to consider that the primary distribution, i.e., the K distribution, is the Poisson distribution, and the secondary one, the claim severity, is the Exponential distribution. Kozubowski and Panoska (2005) presented a set of interesting results for the sum of random variables with an Exponential distribution and a random number of summands. In addition, a comprehensive collection of approximate forms for the compound mixed Poisson distribution is to be found in Nadarajah and Kotz (2006a;2006b).…”

The net Bayes premium with dependence between the risk profiles

“…A set of interesting results on the sum of random variables with an exponential distribution and a random number of summands is presented in Kozubowski and Panoska (2005). Furthermore, a comprehensive collection of approximate forms for the compound * Corresponding author.…”