Extensions of Panjer's recursion for mixed compound distributions

DOI10.1016/J.CAM.2025.117138MaRDI QIDQ6894129zbMATH OpenFDO

Authors Spyridon M. Tzaninis, Apostolos Bozikas

Publication date 25 November 2025

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CAM.2025.117138

zbMATH Keywords

exchangeabilitymixed compound distributionspanjer recursionregular conditional probabilities

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Actuarial mathematics (91G05)

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