Difference equation approaches in evaluation of compound distributions
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Publication:1819487
DOI10.1016/0167-6687(87)90006-0zbMath0613.62020MaRDI QIDQ1819487
Harry H. Panjer, Gordon E. Willmot
Publication date: 1987
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(87)90006-0
compound distribution; Pareto distribution; inverse Gaussian; contagious frequency distributions; Neyman class; severity distributions
60E05: Probability distributions: general theory
39A10: Additive difference equations
62E99: Statistical distribution theory
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Cites Work
- A Generalized Class of Contagious Distributions
- A property of the generalized inverse Gaussian distribution with some applications
- Inference for Sichel's Compound Poisson Distribution
- The numerical evaluation of the aggregate claim density function via integral equations
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