Peeters Online Bibliographies
Peeters Publishers
this issue
  previous article in this issuenext article in this issue  

Document Details :

Title: Evaluating Compound Generalized Poisson Distributions Recursively
Author(s): GOOVAERTS, M.J. , KAAS, R.
Journal: ASTIN Bulletin
Volume: 21    Issue: 2   Date: November 1991   
Pages: 193-198
DOI: 10.2143/AST.21.2.2005363

Abstract :
In this paper we give a recursive scheme, involving Panjer's recursion, to compute the distribution of a compound sum of integer claims, when the number of summands follows a Generalized Poisson distribution. Also, an elegant derivation is given for some basic properties of this counting distribution.