Recursive formulas for discrete distributions
From MaRDI portal
Publication:1169212
DOI10.1016/0167-6687(82)90022-1zbMath0494.62018MaRDI QIDQ1169212
Publication date: 1982
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(82)90022-1
differential equations; probability generating functions; recursive formulas; risk theory; compound discrete distributions; power series techniques
62P05: Applications of statistics to actuarial sciences and financial mathematics
62E15: Exact distribution theory in statistics
60E10: Characteristic functions; other transforms
Related Items
COMPOUND RANDOM VARIABLES, On maximum likelihood estimation for count data models, Improved recursions for some compound Poisson distributions, Recursive evaluation of aggregate claims distributions., A simple proof of Feller's characterization of the compound Poisson distributions, Notes on discrete compound Poisson model with applications to risk theory
Cites Work