Further Results on Hesselager's Recursive Procedure for Calculation of some Compound Distributions-Reference-Cited by-同舟云学术

Further Results on Hesselager's Recursive Procedure for Calculation of some Compound Distributions

Published:1994-11 Issue:2 Volume:24 Page:161-166
ISSN:0515-0361
Container-title:ASTIN Bulletin
language:en
Short-container-title:ASTIN Bull.

Author:

Wang Shaun,Sobrero Monica

Abstract

AbstractThe recursive algorithm of Hesselager (1994) is extended to a more general class of counting distributions, which includes Sundt's (1992) class as well as all the mixed Poisson distributions discussed by Willmot (1993).

Publisher

Cambridge University Press (CUP)

Subject

Economics and Econometrics,Finance,Accounting

Reference6 articles.

1. On some Extensions of Panjer's Class of Counting Distributions

2. On recursive evaluation of mixed Poisson probabilities and related quantities;Willmot;Scandinavian Actuarial Journal,1993

3. Difference equation approaches in evaluation of compound distributions;Willmot;Insurance: Mathematics and Economics,1987

4. Recursive Evaluation of a Family of Compound Distributions

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