Recursions for compound phase distributions
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Publication:2507946
DOI10.1016/j.insmatheco.2005.08.002zbMath1101.62098MaRDI QIDQ2507946
Publication date: 5 October 2006
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.08.002
62P05: Applications of statistics to actuarial sciences and financial mathematics
60E10: Characteristic functions; other transforms
62E10: Characterization and structure theory of statistical distributions
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