Univariate and multivariate versions of the negative binomial-inverse Gaussian distributions with applications

Insurance: Mathematics and Economics

Volumn 42, Issue 1, 2008, Pages 39-49

  Gómez Déniz, Emilio ^a   Sarabia, José María ^b   Calderín Ojeda, Enrique ^a  

^a UNIVERSITY OF LAS PALMAS DE GRAN CANARIA   (Spain)

^b UNIVERSITY OF CANTABRIA   (Spain)

Author keywords

C10; C11; Compound negative binomial distribution; IM01; IM31; Inverse Gaussian distribution; Overdispersion; Premium; Recursion

Indexed keywords

EID: 38649115683     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2006.12.001     Document Type: Article

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