Risk aggregation and capital allocation are of paramount importance in business, as they
play critical roles in pricing, risk management, project financing, performance management …

Continuous data such as losses are often summarized by means of histograms or displayed
in tabular format: the range of data is partitioned into consecutive interval classes and the …

Risk aggregation is virtually everywhere in insurance applications. Indeed, in the vast
majority of situations insurers are interested in the properties of the sums of the risks they are …

The generalized gamma convolutions class of distributions appeared in Thorin's work while
looking for the infinite divisibility of the log-Normal and Pareto distributions. Although these …

In this paper, we introduce the class of Bilateral Mixed Erlang (BME) distributions.
Capitalizing on the different properties of the Mixed Erlang distribution, we show that the …

Time delays are ubiquitous in industry and nature, and they significantly affect both transient
dynamics and stability properties. Consequently, it is often necessary to identify and account …

Problem definition: This paper studies an appointment system where a finite number of
customers are scheduled to arrive in such a way that (1) the expected waiting time of each …

We consider the class of Erlang mixtures for the task of density estimation on the positive
real line when the only available information is given as local moments, a histogram with …

This dissertation begins with two introductory chapters to provide some relevant background
information: an introduction on the Laplace transform and an introduction on Generalized …

The proposed research is on discrete Erlang mixtures. Properties of the mixed distributions
analyzed include raw and central moments, which have been derived in terms of moments …