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Let \\(N\\) be a counting variate independent of \\((X_k)\\). Let \\(Y=X_1+X_2+\\cdots +X_N\\). \\textit{G. E. Willmot} and \\textit{H. H. Panjer} [Insur. Math. Econ. 6, 43-56 (1987; Zbl 0613.62020)] and \\textit{B. Sundt} [ASTIN Bull. 22, 61-80 (1992)] found the computational formulae for the density of \\(Y\\) when the distribution of \\(N\\) satisfies the first-order linear difference equation  \\[  (an+1)p_n=[b(n-1)+c]p_{n-1}, \\quad n\\geq 1,  \\]  or the first-order quadratic difference equation  \\[  [n(n-1)+an]p_n=[b(n-1)(n-2)+c(n-1)+d]p_{n-1}, \\quad n\\geq 1.  \\]  The authors give the recurrence formulae for the density of \\(Y\\) when the distribution of \\(N\\) belongs to the Ord family, i.e. such that \\(p_n={\\mathbf P}(N=n)\\) satisfies  \\[  [\\alpha n^2+\\beta n+\\gamma]p_n=[\\alpha n^2+(\\beta-1) n+\\gamma+\\delta]p_{n-1}, \\quad n\\geq 1. \\]  Moreover, the frequency distributions satisfying  \\[  (n+c)p_n=(an+ac+b)p_{n-1}, \\quad n\\geq n_0, \\]  are also considered. 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