On a stochastic order induced by an extension of Panjer’s family of discrete distributions

We factorize probability mass functions of discrete distributions belonging to Panjer’s family and to its certain extensions to define a stochastic order on the space of distributions supported on $${\mathbb {N}}_0$$ N 0 . Main properties of this order are presented. Comparison of some well-known distributions with respect to this order allows to generate new families of distributions that satisfy various recurrrence relations. The recursion formula for the probabilities of corresponding compound distributions for one such family is derived. Applications to various domains of reliability theory are provided.

Counting distributions from the perspective of combinants

We present a comprehensive insight into counting distributions from the perspective of the combinants extracted from them. In particular, we focus on cases where these combinants exhibit oscillatory behavior that can provide an invaluable new source of information about the dynamics of the process under study. We show that such behavior can be described only by specific combinations of compound distributions based on the Binomial Distribution and provide their analytical forms which can be used in further investigations and which can be helpful in the analysis of all other types of counting distributions.

On a generalization of the Rényi–Srivastava characterization of the Poisson law

We give a new method of proof for a result of D. Pierre-Loti-Viaud and P. Boulongne which can be seen as a generalization of a characterization of Poisson law due to Rényi and Srivastava. We also provide explicit formulas, in terms of Bell polynomials, for the moments of the compound distributions occurring in the extended collective model in non-life insurance.