Year: 1985
Type: article
Abstract: A simple recursion for the n-fold convolution of an arithmetic distribution with itself is developed and its relation to Panjer's algorithm for compound distributions is shown.
Source: Astin Bulletin
Author: Nelson De Pril
Institution: KU Leuven
Language: English
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: bronze
OpenAlex ID: W1986778790