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Two maxentropic approaches to determine the probability density of compound risk losses

Gomes-Gonçalves, Erika; Gzyl, Henryk; Mayoral, Silvia - In: Insurance 62 (2015), pp. 42-53

Persistent link: https://www.econbiz.de/10011312089

Maxentropic approach to decompound aggregate risk losses

Gomes-Gonçalves, Erika; Gzyl, Henryk; Mayoral, Silvia - In: Insurance 64 (2015), pp. 326-336

Persistent link: https://www.econbiz.de/10011398090

Estimating the demand responses for different sizes of air passenger groups

Gillen, David; Hasheminia, Hamed - In: Transportation Research Part B: Methodological 49 (2013) C, pp. 24-38

This paper investigates the sensitivity of demand for air travel by singleton passengers, couples, and families. It examines how the demand for air travel by these groups is potentially different. In this study, a compound Poisson structure of the demand of different passenger groups is...

Persistent link: https://www.econbiz.de/10010636532

Decompounding random sums: a nonparametric approach

Bøgsted, Martin; Pitts, Susan - In: Annals of the Institute of Statistical Mathematics 62 (2010) 5, pp. 855-872

Persistent link: https://www.econbiz.de/10008533949