A family of discrete distributions

DOI10.1016/0167-6687(94)00042-DzbMath0837.62016OpenAlexW1982960058MaRDI QIDQ1902629

Rohana S. Ambagaspitiya

Publication date: 20 May 1996

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

Full work available at URL: https://doi.org/10.1016/0167-6687(94)00042-d

zbMATH Keywords

Lagrangianrecursive formulainsurance portfolioKatz familyaggregate claims distributionsAbel series distributiondiscrete distribution familyGould series distributionoverflow/underflow problemsstability of recursionweighted generalized negative binomial distributionsweighted generalized Poisson distributions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

Related Items (8)

Delta operators, power series distributions and recursions for compound sums ⋮ Recursive evaluation of aggregate claims distributions. ⋮ On the Lagrangian Katz family of distributions as a claim frequency model ⋮ On Some Distributional Properties of the Family of Weighted Generalized Poisson Distribution ⋮ On Markov-Pólya Distribution and the Katz Family of Distributions ⋮ Compound bivariate Lagrangian Poisson distributions ⋮ On the distribution of a sum of correlated aggregate claims ⋮ On the distributions of two classes of correlated aggregate claims

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• A Generalized Negative Binomial Distribution

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