Rudolph, Cordelia; Schmock, Uwe - In: Risks : open access journal 8 (2020) 2/43, pp. 1-31
In this paper, we discuss a generalization of the collective risk model and of Panjer's recursion. The model we … distributions also keeps Panjer's recursion applicable. … be Poisson mixture distributions. We let the claim causes have certain dependence structures and prove that Panjer …
