A note on compound generalized distributions

DOI10.1080/03461238.1993.10413913zbMath0779.62097MaRDI QIDQ3142174

Marc J. Goovaerts, B. M. Kling

Publication date: 19 January 1994

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1993.10413913

zbMATH Keywords

recursions; compound distributions; Panjer recursion; generalized Poisson; generalized negative binomial; modified power series distributions; collective models; claim number distributions; logarithmic distributions; total claim probabilities

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

62E15: Exact distribution theory in statistics

Related Items

A Note on Compound Generalized Distributions: A Comment on the Article by B. Kling and M. Goovaerts, A reaction to compound generalized recursions, On the Lagrangian Katz family of distributions as a claim frequency model, Asymptotic estimates of insurance tarifs in the individual risk model, Recursive evaluation of aggregate claims distributions., A family of discrete distributions, Mixed Poisson Distributions, On approximating distributions by approximating their De Pril transforms

Cites Work

• From the generalized gamma to the generalized negative binomial distribution
• Moments of Certain Series Distributions and Their Applications
• On a family of counting distributions and recursions for related compound distributions