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Document Details : Title: On some Extensions of Panjer's Class of Counting Distributions Author(s): SUNDT, Bjørn Journal: ASTIN Bulletin Volume: 22    Issue: 1   Date: May 1992    Pages: 61-80 DOI: 10.2143/AST.22.1.2005127 Abstract : In this paper we discuss some properties of counting distributions whose discrete density {pn}∞n=0 satisfies a recursion in the form pn = &Sigmaki=1 (ai+bi/n) pn-i                (n = 1, 2, ...) with pn = 0 for n < 0 and present an algorithm for recursive evaluation of corresponding compound distributions.