On evaluation of the Delaporte distribution and related distributions

DOI10.1080/03461238.1989.10413859zbMath0721.62019OpenAlexW1969444635MaRDI QIDQ5753369

Gordon E. Willmot, Bjoern Sundt

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/03461238.1989.10413859

zbMATH Keywords

asymptotic resultsrecursive algorithmsDelaporte distributioncompound mixed Poisson distributionsconvolutions of compound Delaporte distributionsshifted infinitely divisible distribution

Mathematics Subject Classification ID

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

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Cites Work

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• Laplace transforms, Mellin transforms and mixed poisson processes
• Survival models for heterogeneous populations derived from stable distributions

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