A recursive procedure for calculation of some mixed compound poisson distributions

1 January 1996

journal article
research article
Published by Taylor & Francis in Scandinavian Actuarial Journal

Vol. 1996 (1) , 54-63
https://doi.org/10.1080/03461238.1996.10413963

Abstract

We derive a simple recursive procedure for calculation of mixed compound Poisson distributions, when the logarithm of the mixing density can be written as the ratio of two polynomials.

Keywords

MIXED POISSON DISTRIBUTION
GENERALIZED INVERSE GAUSS
GENERALIZED PARETO
BETA
RECURSIVE CALCULATION

This publication has 4 references indexed in Scilit:

Further Results on Hesselager's Recursive Procedure for Calculation of some Compound Distributions
ASTIN Bulletin, 1994
A Recursive Procedure for Calculation of some Compound Distributions
ASTIN Bulletin, 1994
Statistical Properties of the Generalized Inverse Gaussian Distribution
Published by Springer Nature ,1982
Recursive Evaluation of a Family of Compound Distributions
ASTIN Bulletin, 1981