Abstract
AbstractIn 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.
Publisher
Cambridge University Press (CUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference5 articles.
1. Recursive evaluation of a family of compound distributions;Panjer;AST1N Bulletin,1981
2. When does the surplus reach a given target?;Gerber;Insurance: Mathematics and Economics,1990
3. Further Results on Recursive Evaluation of Compound Distributions
Cited by
28 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献