Evaluating Compound Generalized Poisson Distributions Recursively
- 1 November 1991
- journal article
- Published by Cambridge University Press (CUP) in ASTIN Bulletin
- Vol. 21 (2) , 193-198
- https://doi.org/10.2143/AST.21.2.2005363
Abstract
In this paper we give a recursive scheme, involving Panjer's recursion, to compute the distribution of a compound sum of integer claims, when the number of summands follows a Generalized Poisson distribution. Also, an elegant derivation is given for some basic properties of this counting distribution.Keywords
This publication has 3 references indexed in Scilit:
- When does the surplus reach a given target?Insurance: Mathematics and Economics, 1990
- Recursive Evaluation of a Family of Compound DistributionsASTIN Bulletin, 1981
- Further Results on Recursive Evaluation of Compound DistributionsASTIN Bulletin, 1981