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Title: The compound DGL/erlang distribution in the collective risk model
Authors: Gómez Déniz, Emilio 
Calderín Ojeda, Enrique
UNESCO Clasification: 1209 Estadística
Keywords: Distribución
Issue Date: 2013
Publisher: 1886-516X
Journal: Revista de Metodos Cuantitativos para la Economia y la Empresa 
Abstract: 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 in general insurance in the case that the discrete generalized Lindley distribution is assumed as the primary distribution while claim size, the secondary distribution, is modeled using an Erlang(r) distribution (r = 1; 2). Comparisons with the compound Poisson and compound negative binomial are developed to explain the viability of the new compound model in two examples in automobile insurance.
ISSN: 1886-516X
Source: Revista de Metodos Cuantitativos para la Economia y la Empresa[ISSN 1886-516X],v. 16, p. 121-142
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