On some compound distributions with Borel summands

DOI10.1016/j.insmatheco.2015.03.012zbMath1320.60041arXiv1409.3113OpenAlexW2053419384MaRDI QIDQ2347076

Yanyan Li

Publication date: 26 May 2015

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

Full work available at URL: https://arxiv.org/abs/1409.3113

zbMATH Keywords

Panjer recursionclaim number distributiongeneralized Poisson distributionrecursive evaluationaggregate claim distributiondelaporte distributionLagrangian probability distributionmultinomial Abel identity

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probability distributions: general theory (60E05) Combinatorial identities, bijective combinatorics (05A19)

Related Items

Delta operators, power series distributions and recursions for compound sums, On counting distributions related to the Delaporte distribution

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