Improved recursions for some compound Poisson distributions

DOI10.1016/0167-6687(86)90036-3zbMath1162.62313OpenAlexW2060672576WikidataQ126297624 ScholiaQ126297624MaRDI QIDQ1023444

Nelson De Pril

Publication date: 12 June 2009

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

Full work available at URL: https://doi.org/10.1016/0167-6687(86)90036-3

zbMATH Keywords

RecursionCompound Poisson distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15)

Related Items

Recursive evaluation of aggregate claims distributions., Finding efficient recursions for risk aggregation by computer algebra, Speedy convolution algorithms and Panjer recursions for phase-type distributions, Further improved recursions for a class of compound Poisson distributions

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