A Note on Compound Generalized Distributions: A Comment on the Article by B. Kling and M. Goovaerts
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Publication:4322973
DOI10.1080/03461238.1994.10413939zbMath0810.62095MaRDI QIDQ4322973
Publication date: 13 February 1995
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1994.10413939
recursive algorithm; compound distributions; Panjer's recursion; generalized power series distributions
62P05: Applications of statistics to actuarial sciences and financial mathematics
62E15: Exact distribution theory in statistics
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