Abstract
AbstractA 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.
Publisher
Cambridge University Press (CUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference8 articles.
1. A fitting procedure for some generalized Poisson distributions;Shumway;Skandinavisk Aktuarietidskrift,1960
2. Compound Poisson Distributions
3. Recursive Evaluation of a Family of Compound Distributions
Cited by
42 articles.
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