Recursions for Convolutions of Arithmetic Distributions
Open Access
- 1 November 1985
- journal article
- Published by Cambridge University Press (CUP) in ASTIN Bulletin
- Vol. 15 (2) , 135-139
- https://doi.org/10.2143/AST.15.2.2015024
Abstract
A simple recursion for the n-fold convolution of an arithmetic distribution with itself is developed and its relation to Panjer's algorithm for compound distributions is shown.Keywords
This publication has 4 references indexed in Scilit:
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