A recursive procedure for calculation of some mixed compound poisson distributions

DOI10.1080/03461238.1996.10413963MaRDI QIDQ4881687zbMATH OpenOpenAlexFDO

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
• scientific article; zbMATH DE number 591097 (Why is no real title available?)
• 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 losses during busy-periods of regular and nonpreemptive oscillating \(M^X/G/1/n\) systems
• Moments of Compound Mixed Poisson Distributions
• scientific article; zbMATH DE number 817618 (Why is no real title available?)
• 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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