On two-sided compound binomial distributions

DOI10.1016/0167-6687(95)00009-HzbMath0835.62017MaRDI QIDQ1902639

Shaun S. Wang

Publication date: 22 November 1995

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

zbMATH Keywords

random walkrecursive formulaportfolioslimiting Poissonstability of recursionstwo-sided compound binomial distributionstwo-sided severity

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Local limit theorems for collective risk models, Recursive evaluation of aggregate claims distributions.

Cites Work

• Strategies for computation of compound distributions with two-sided severities
• Negative claim amounts, Bessel functions, linear programming and Miller's algorithm
• Coefficient Identities for Powers of Taylor and Dirichlet Series
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