On evaluation of the Delaporte distribution and related distributions
- 1 May 1989
- journal article
- research article
- Published by Taylor & Francis in Scandinavian Actuarial Journal
- Vol. 1989 (2) , 101-113
- https://doi.org/10.1080/03461238.1989.10413859
Abstract
In the present paper we develop recursive algorithms for evaluation of the Delaporte distribution, the compound Delaporte distribution, and convolutions of compound Delaporte distributions. Some asymptotic results are given. We discuss how the approach can sometimes be generalized to other classes of compound mixed Poisson distributions when the mixing distribution is a shifted infinitely divisible distribution.Keywords
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