Further improved recursions for a class of compound Poisson distributions

DOI10.1016/J.INSMATHECO.2008.03.008zbMath1163.62304OpenAlexW2069979028MaRDI QIDQ1017769

Georgios Pitselis, Stathis Chadjiconstantinidis

Publication date: 12 May 2009

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.03.008

zbMATH Keywords

\(t\)-order cumulative distribution function\(t\)-order tail probabilitystop-loss transforms

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15)

Cites Work

• Improved recursions for some compound Poisson distributions
• Recursive evaluation of aggregate claims distributions.
• Some recursions for moments of compound distributions.
• Moments of a class of compound distributions
• Recursions for Distribution Functions and Stop-Loss Transforms
• A GENERALIZATION OF THE CLASSICAL DISCRETE DISTRIBUTIONS
• Moments of Compound Mixed Poisson Distributions
• On Mixed and Compound Mixed Poisson Distributions

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