Gómez Déniz, Emilio; Calderín Ojeda, Enrique - In: Revista de Métodos Cuantitativos para la Economía y … 16 (2013) 1, pp. 121-142
In this paper the analysis of the collective risk model assuming Erlang loss, when the claim frequency follows the discrete generalized Lindley distribution, is considered. After providing some new results of this discrete model, analytical expressions for the aggregate claim size distribution...