Improved recursions for some compound Poisson distributions
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Publication:1023444
DOI10.1016/0167-6687(86)90036-3zbMath1162.62313WikidataQ126297624 ScholiaQ126297624MaRDI QIDQ1023444
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
62E15: Exact distribution theory in statistics
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Finding efficient recursions for risk aggregation by computer algebra, Further improved recursions for a class of compound Poisson distributions, Recursive evaluation of aggregate claims distributions., Speedy convolution algorithms and Panjer recursions for phase-type distributions
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