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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. |
