Recursive equations for compound distribution with the severity distribution of the mixed type

MaRDI QIDQ2574692zbMATH OpenFDO

Authors Qin Wu, Jingping Yang, Shihong Cheng

Publication date 30 November 2005

Published in Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

\((\alpha,\beta)\)-familycompound distributionseverity distribution of mixed type

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Exact distribution theory in statistics (62E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(5)

• Difference equation approaches in evaluation of compound distributions
• Distributions of claims amounts of individual segments versus distribution of claims amounts of the entire portfolio
• Numerical algorithms for Panjer recursion by applying Bernstein approximation
• Further results of recursive evaluation for compound distribution with the severity distribution of mixed type
• Bivariate recursive equations on excess-of-loss reinsurance

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