A review of the collective theory of risk
- 1 January 1968
- journal article
- review article
- Published by Taylor & Francis in Scandinavian Actuarial Journal
- Vol. 1968 (1-2) , 45-68
- https://doi.org/10.1080/03461238.1968.10413263
Abstract
Let the random variable ξ be distributed with distribution function G(ξ) of the continuous, discontinuous or mixed type, and the random variables x ξ be distributed with the distribution functions V ξ(x) with the corresponding characteristic functions , η being a real variable, and i the imaginary unit, and with the generating functions defined by ψξ(− i log z). If the range of x is restricted to the right semi-plane the lower limit of the integral in the definition of ψξ(η) can be replaced by zero.Keywords
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