A convolution identity for exchangeable risks

zbMATH Open1220.60011MaRDI QIDQ3012182FDOQ3012182

Authors: Enkelejd Hashorva 

Publication date: 5 July 2011

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zbMATH Keywords

convolutionsexchangeable random variablesPanjer algorithm

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10)

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