A recursive procedure for calculation of some mixed compound poisson distributions

DOI10.1080/03461238.1996.10413963zbMath0845.62074OpenAlexW2073756619MaRDI QIDQ4881687

Ole Hesselager

Publication date: 18 September 1996

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

Full work available at URL: https://doi.org/10.1080/03461238.1996.10413963

zbMATH Keywords

recursive proceduregeneralized Pareto distributionsbeta distributionsgeneralized inverse Gaussianratio of polynomialscalculation of mixed compound Poisson distributions

Mathematics Subject Classification ID

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

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