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Communications in Statistics - Simulation and Computation Volume 46, 2017 - Issue 3
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Original Articles

Density approximations and VaR computation for compound Poisson-lognormal distributions

M. BeeDepartment of Economics and Management, University of Trento, Trento, ItalyCorrespondence[email protected]
Pages 1825-1841 | Received 12 Dec 2014, Accepted 03 Feb 2015, Published online: 17 Nov 2016

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S. A. Abu Bakar, S. Nadarajah & N. Ngataman. (2022) A family of density-hazard distributions for insurance losses. Communications in Statistics - Simulation and Computation 51:10, pages 5857-5875.
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Articles from other publishers (3)

Ata Allah Taleizadeh & Mahdi Mokhtarzadeh. (2020) Pricing and two-dimensional warranty policy of multi-products with online and offline channels using a value-at-risk approach. Computers & Industrial Engineering 148, pages 106674.
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Antonio Punzo, Luca Bagnato & Antonello Maruotti. (2018) Compound unimodal distributions for insurance losses. Insurance: Mathematics and Economics 81, pages 95-107.
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Ming Luo & Shaomin Wu. (2018) A value-at-risk approach to optimisation of warranty policy. European Journal of Operational Research 267:2, pages 513-522.
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