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Document Details :

Title: Further Results on Hesselager's Recursive Procedure for Calculation of some Compound Distributions
Author(s): WANG, Shaun , SOBRERO, Monica
Journal: ASTIN Bulletin
Volume: 24    Issue: 2   Date: November 1994   
Pages: 161-166
DOI: 10.2143/AST.24.2.2005062

Abstract :
The recursive algorithm of HESSELAGER (1994) is extended to a more general class of counting distributions, which includes SUNDT'S (1992) class as well as all the mixed Poisson distributions discussed by WILLMOT (1993).