Recursions for Convolutions of Arithmetic Distributions
AbstractA 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.
2010 ◽
Vol 5
(4)
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pp. 19-33
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2016 ◽
Vol 11
(1)
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pp. 23-48
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Keyword(s):
2003 ◽
Vol 33
(3)
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pp. 487-496
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Keyword(s):
Keyword(s):