Abstract
We present computational formulas for the density and moments of a compound distribution while the frequency distribution satisfies certain difference equations.
We’re sorry, something doesn't seem to be working properly.
Please try refreshing the page. If that doesn't work, please contact support so we can address the problem.
References
N. De Pril, “Moments of a class of compound distributions,”Scand. Act. J., 22–26 (1981).
J. K. Ord,Families of Frequency Distributions, Griffin, London (1972).
B. Sundt, “On some extensions of Panjer’s class of counting distributions,”ASTIN Bull.,22, 61–80 (1992).
G. E. Willmot and H. H. Panjer, “Difference equation approaches in evaluation of compound distributions,”Insurance, Ser. Math. Econ.,6, 43–56 (1987).
Author information
Authors and Affiliations
Additional information
Proceedings of the Seminar on Stability Problems for Stochastic Models, Vologda, Russa, 1998, Part I.
Rights and permissions
About this article
Cite this article
Murat, M., Szynal, D. On computational formulas for densities and moments of compound distributions. J Math Sci 99, 1286–1299 (2000). https://doi.org/10.1007/BF02674088
Issue Date:
DOI: https://doi.org/10.1007/BF02674088