Recursive equations for compound distribution with the severity distribution of the mixed type
From MaRDI portal
Publication:2574692
zbMath1085.62012MaRDI QIDQ2574692
Qin Wu, Shi Hong Cheng, Jing-Ping Yang
Publication date: 30 November 2005
Published in: Science in China. Series A (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)
Related Items
Numerical algorithms for Panjer recursion by applying Bernstein approximation ⋮ Bivariate recursive equations on excess-of-loss reinsurance ⋮ Further results of recursive evaluation for compound distribution with the severity distribution of mixed type