Author:
Sundt Bjørn,Jewell William S.
Abstract
A recent result by Panjer provides a recursive algorithm for the compound distribution of aggregate claims when the counting law belongs to a special recursive family. In the present paper we first give a characterization of this recursive family, then describe some generalizations of Panjer's result.
Publisher
Cambridge University Press (CUP)
Subject
Economics and Econometrics,Finance,Accounting
Cited by
133 articles.
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