Further Results on Recursive Evaluation of Compound Distributions
- 1 June 1981
- journal article
- research article
- Published by Cambridge University Press (CUP) in ASTIN Bulletin
- Vol. 12 (1) , 27-39
- https://doi.org/10.1017/s0515036100006802
Abstract
A recent result by Panjer provides a recursive algorithm for the compound distribution of aggregate claims when the counting law belongs to a special recursive family. In the present paper we first give a characterization of this recursive family, then describe some generalizations of Panjer's result.Keywords
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