Further Results on Hesselager's Recursive Procedure for Calculation of some Compound Distributions
Open Access
- 1 November 1994
- journal article
- Published by Cambridge University Press (CUP) in ASTIN Bulletin
- Vol. 24 (2) , 161-166
- https://doi.org/10.2143/AST.24.2.2005062
Abstract
The recursive algorithm of Hesselager (1994) is extended to a more general class of counting distributions, which includes Sundt's (1992) class as well as all the mixed Poisson distributions discussed by Willmot (1993).Keywords
This publication has 3 references indexed in Scilit:
- On some Extensions of Panjer's Class of Counting DistributionsASTIN Bulletin, 1992
- Difference equation approaches in evaluation of compound distributionsInsurance: Mathematics and Economics, 1987
- Recursive Evaluation of a Family of Compound DistributionsASTIN Bulletin, 1981