On two-sided compound binomial distributions

DOI10.1016/0167-6687(95)00009-HzbMath0835.62017MaRDI QIDQ1902639

Shaun S. Wang

Publication date: 22 November 1995

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

random walkrecursive formulaportfolioslimiting Poissonstability of recursionstwo-sided compound binomial distributionstwo-sided severity

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Local limit theorems for collective risk models ⋮ Recursive evaluation of aggregate claims distributions.

Cites Work

• Strategies for computation of compound distributions with two-sided severities
• Negative claim amounts, Bessel functions, linear programming and Miller's algorithm
• Coefficient Identities for Powers of Taylor and Dirichlet Series
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