Improved recursions for some compound Poisson distributions

DOI10.1016/0167-6687(86)90036-3MaRDI QIDQ1023444zbMATH OpenOpenAlexWikidataFDO

Authors Nelson De Pril

Publication date 12 June 2009

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

Full work available at URL https://doi.org/10.1016/0167-6687(86)90036-3

zbMATH Keywords

Compound Poisson distributionRecursion

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15)

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Cites work

• EXPERIMENTAL EVIDENCE CONCERNING CONTAGIOUS DISTRIBUTIONS IN ECOLOGY
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• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform?
• On a family of aggregate claims distributions
• On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums
• Practical aspects of stop-loss calculations
• Recursive formulas for discrete distributions

Cited in

(12)

• Further improved recursions for a class of compound Poisson distributions
• Recursive evaluation of aggregate claims distributions.
• Recursions for compound phase distributions
• Speedy convolution algorithms and Panjer recursions for phase-type distributions
• Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform?
• The recursion method of super-geometric distribution
• scientific article; zbMATH DE number 591097 (Why is no real title available?)
• A reaction to compound generalized recursions
• scientific article; zbMATH DE number 817618 (Why is no real title available?)
• Comments on ``A spatial scan statistic for compound Poisson data
• Panjer recursions for compound distributions with applications to the multivariate case
• Finding efficient recursions for risk aggregation by computer algebra

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