5 citations · 7 across the 2 of their papers we have counts for
2 papers
stat.CO2017★ 2 cited
Computing the aggregate loss distribution based on numerical inversion of the compound empirical characteristic function of frequency and severity
Viktor Witkovsky, Gejza Wimmer, Tomas Duby
A non-parametric method for evaluation of the aggregate loss distribution (ALD) by combining and numerically inverting the empirical characteristic functions (CFs) is presented and…
math.ST2014★ 5 cited
Logarithmic Lambert random variables for the family of chi-squared distributions and their applications
Viktor Witkovský, Gejza Wimmer, Tomy Duby
We introduce a class of logarithmic Lambert W random variables for a specific family of distributions. In particular, we characterize the log-Lambert W random variables for chi-squ…