Further improved recursions for a class of compound Poisson distributions

DOI10.1016/J.INSMATHECO.2008.03.008MaRDI QIDQ1017769zbMATH OpenOpenAlexFDO

Authors Stathis Chadjiconstantinidis, Georgios Pitselis

Publication date 12 May 2009

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

Full work available at URL https://doi.org/10.1016/j.insmatheco.2008.03.008

zbMATH Keywords

\(t\)-order cumulative distribution function\(t\)-order tail probabilitystop-loss transforms

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A GENERALIZATION OF THE CLASSICAL DISCRETE DISTRIBUTIONS
• Improved recursions for some compound Poisson distributions
• Moments of Compound Mixed Poisson Distributions
• Moments of a class of compound distributions
• On Mixed and Compound Mixed Poisson Distributions
• Recursions for Distribution Functions and Stop-Loss Transforms
• Recursive evaluation of aggregate claims distributions.
• Some recursions for moments of compound distributions.

Cited in

(11)

• Improved recursions for some compound Poisson distributions
• scientific article; zbMATH DE number 591097 (Why is no real title available?)
• Some recursions for moments of compound distributions.
• On Mixed and Compound Mixed Poisson Distributions
• Comparison of Methods for Evaluation of the Convolution of Two Compound R 1 Distributions
• scientific article; zbMATH DE number 817618 (Why is no real title available?)
• Annuity distributions. A new class of compound Poisson distributions
• Comments on ``A spatial scan statistic for compound Poisson data
• On computational formulas for densities and moments of compound distributions
• Backward difference recursions and infinite series representations in computational risk theory
• Recursive characterization of a large family of discrete probability distributions showing extra-Poisson variation

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