Recursive formulas for discrete distributions

DOI10.1016/0167-6687(82)90022-1zbMath0494.62018OpenAlexW2064031376MaRDI QIDQ1169212

Beda Chan

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1016/0167-6687(82)90022-1

zbMATH Keywords

differential equationsprobability generating functionsrecursive formulasrisk theorycompound discrete distributionspower series techniques

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Characteristic functions; other transforms (60E10)

Related Items

Recursive evaluation of aggregate claims distributions. ⋮ COMPOUND RANDOM VARIABLES ⋮ Notes on discrete compound Poisson model with applications to risk theory ⋮ Improved recursions for some compound Poisson distributions ⋮ On maximum likelihood estimation for count data models ⋮ A simple proof of Feller's characterization of the compound Poisson distributions

Cites Work

• On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums
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