A note on compound generalized distributions

DOI10.1080/03461238.1993.10413913MaRDI QIDQ3142174zbMATHOpenAlexFDO

Authors B. M. Kling, Marc J. Goovaerts

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

generalized Poissonrecursionscompound distributionsPanjer recursiongeneralized negative binomialmodified power series distributionscollective modelsclaim number distributionslogarithmic distributionstotal claim probabilities

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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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

Cited in

(21)

• Distributions of class \((a,b)\) and Panjer's algorithm
• scientific article; zbMATH DE number 4189064 (Why is no real title available?)
• Recursions for Convolutions and Compound Distributions with Insurance Applications
• Asymptotic estimates of insurance tarifs in the individual risk model
• Delta operators, power series distributions and recursions for compound sums
• Compounding of distributions: a survey and new generalized classes
• A note on convolutions of compound geometric distributions
• A reaction to compound generalized recursions
• Recursive evaluation of aggregate claims distributions.
• A note on generalized hyperexponential distributions
• A Note on Compound Generalized Distributions: A Comment on the Article by B. Kling and M. Goovaerts
• An Extension of Panjer's Recursion
• On approximating distributions by approximating their De Pril transforms
• Further improved recursions for a class of compound Poisson distributions
• On the Lagrangian Katz family of distributions as a claim frequency model
• Some recursions for moments of compound distributions.
• Further results of recursive evaluation for compound distribution with the severity distribution of mixed type
• A family of discrete distributions
• Mixed Poisson Distributions
• Recursive calculation on a class of compound distribution
• On a family of counting distributions and recursions for related compound distributions

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