On a family of counting distributions and recursions for related compound distributions

DOI10.1080/03461238.1990.10413879zbMath0746.62102OpenAlexW4234116550MaRDI QIDQ3990300

K. Schröter

Publication date: 28 June 1992

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1990.10413879

zbMATH Keywords

characterizationinfinitely divisible distributionscompound distributionscompound Poisson distributionssecond order difference equationscounting distributionsseverity distributionsDelaporte distributionsR2-distributionssecond order recursions

Mathematics Subject Classification ID

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

Related Items (15)

Decompounding random sums: a nonparametric approach ⋮ Recursive evaluation of aggregate claims distributions. ⋮ Unnamed Item ⋮ A Family Which Integrates the Generalized Charlier Series and Extended Noncentral Negative Binomial Distributions ⋮ On mean scaled insurance risk models ⋮ Robust confidence bounds for the mean of some count data models ⋮ The generalized Charlier series distribution as a distribution with two-step recursion ⋮ COMPOUND RANDOM VARIABLES ⋮ A GENERALIZATION OF THE CLASSICAL DISCRETE DISTRIBUTIONS ⋮ Moments of Compound Mixed Poisson Distributions ⋮ A Study on Infinite Divisible Generalized Three Parameter Charlier Distribution ⋮ On moments of counting distributions satisfying the \(k\)th-order recursion and their compound distributions ⋮ On approximating distributions by approximating their De Pril transforms ⋮ On some compound distributions with Borel summands ⋮ A note on compound generalized distributions

Cites Work

• Unnamed Item
• Practical aspects of stop-loss calculations
• On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums
• On evaluation of the Delaporte distribution and related distributions

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