Further improved recursions for a class of compound Poisson distributions

DOI10.1016/J.INSMATHECO.2008.03.008zbMATH Open1163.62304OpenAlexW2069979028MaRDI QIDQ1017769FDOQ1017769

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

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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)

Cites Work

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

Cited In (11)

• Improved recursions for some compound Poisson distributions
• Title not available (Why is that?)
• On Mixed and Compound Mixed Poisson Distributions
• Some recursions for moments of compound distributions.
• Comparison of Methods for Evaluation of the Convolution of Two Compound R 1 Distributions
• Title not available (Why is that?)
• Comments on ``A spatial scan statistic for compound Poisson data
• Annuity distributions. A new class of compound Poisson distributions
• 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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