On two-sided compound binomial distributions
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Publication:1902639
DOI10.1016/0167-6687(95)00009-HzbMath0835.62017MaRDI QIDQ1902639
Publication date: 22 November 1995
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
random walk; recursive formula; portfolios; limiting Poisson; stability of recursions; two-sided compound binomial distributions; two-sided severity
62E15: Exact distribution theory in statistics
65C99: Probabilistic methods, stochastic differential equations
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