On some Extensions of Panjer's Class of Counting Distributions

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Abstract In this paper we discuss some properties of counting distributions whose discrete density satisfies a recursion in the form with p n = 0 for n < 0 and present an algorithm for recursive evaluation of corresponding compound distributions.

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Probability and Risk Models Bayesian Methods and Mixture Models Statistical Distribution Estimation and Applications

Publication Details

Published in: Astin Bulletin

Volume 22, Issue 1, pp. 61-80

DOI: 10.2143/ast.22.1.2005127

Field-Weighted Citation Impact: 3.95

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On some Extensions of Panjer's Class of Counting Distributions

Authors

Abstract

Topics & Keywords

Publication Details