A note on compound generalized distributions

DOI10.1080/03461238.1993.10413913zbMATH Open0779.62097OpenAlexW2053069970MaRDI QIDQ3142174FDOQ3142174

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

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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)

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 (20)

• A reaction to compound generalized recursions
• Some recursions for moments of compound distributions.
• A family of discrete distributions
• Recursive calculation on a class of compound distribution
• Distributions of class \((a,b)\) and Panjer's algorithm
• Asymptotic estimates of insurance tarifs in the individual risk model
• Mixed Poisson Distributions
• A note on generalized hyperexponential distributions
• Further improved recursions for a class of compound Poisson distributions
• A note on convolutions of compound geometric distributions
• Recursive evaluation of aggregate claims distributions.
• On a family of counting distributions and recursions for related compound distributions
• An Extension of Panjer's Recursion
• Title not available (Why is that?)
• Recursions for Convolutions and Compound Distributions with Insurance Applications
• A Note on Compound Generalized Distributions: A Comment on the Article by B. Kling and M. Goovaerts
• Further results of recursive evaluation for compound distribution with the severity distribution of mixed type
• On the Lagrangian Katz family of distributions as a claim frequency model
• Compounding of distributions: a survey and new generalized classes
• On approximating distributions by approximating their De Pril transforms

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