A Note on Compound Generalized Distributions: A Comment on the Article by B. Kling and M. Goovaerts

DOI10.1080/03461238.1994.10413939zbMath0810.62095OpenAlexW2059583882MaRDI QIDQ4322973

Harry H. Panjer, A. H. Sharif

Publication date: 13 February 1995

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

Full work available at URL: https://doi.org/10.1080/03461238.1994.10413939

zbMATH Keywords

recursive algorithmcompound distributionsPanjer's recursiongeneralized power series distributions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15)

Related Items (2)

Recursive evaluation of aggregate claims distributions. ⋮ On approximating distributions by approximating their De Pril transforms

Cites Work

• From the generalized gamma to the generalized negative binomial distribution
• A note on compound generalized distributions

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