A recursive procedure for calculation of some mixed compound poisson distributions

DOI10.1080/03461238.1996.10413963zbMATH Open0845.62074OpenAlexW2073756619MaRDI QIDQ4881687FDOQ4881687

Authors: Ole Hesselager 

Publication date: 18 September 1996

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

Full work available at URL: https://doi.org/10.1080/03461238.1996.10413963

zbMATH Keywords

recursive procedurebeta distributionsgeneralized Pareto distributionsgeneralized inverse Gaussianratio of polynomialscalculation of mixed compound Poisson distributions

Mathematics Subject Classification ID

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

Cited In (12)

• Improved recursions for some compound Poisson distributions
• Title not available (Why is that?)
• Ordering claim size distributions and mixed Poisson probabilities
• Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach
• Exponential and scale mixtures and equilibrium distributions
• Moments of Compound Mixed Poisson Distributions
• Moments of losses during busy-periods of regular and nonpreemptive oscillating \(M^X/G/1/n\) systems
• Title not available (Why is that?)
• Mixed Poisson Distributions
• Order relations for some distributions
• Recursive evaluation of aggregate claims distributions.
• Recursions and fast Fourier transforms for a new bivariate aggregate claims model

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