Recursive evaluation of a family of compound distributions

Panjer, H. H. (1981). Recursive evaluation of a family of compound distributions.

Type

Unclassified

Intellectual base

Unclassified

Year

1981

DOI

10.1017/s0515036100006796

Link

https://doi.org/10.1017/s0515036100006796

Cited by

1 citation across 1 artifact.

Domain-specific

• Panjer recursion
  • The recursion covers Poisson, binomial and negative-binomial frequency models and builds successive aggregate probabilities from earlier values, with zero-mass, discretization and numerical stability requiring explicit treatment.

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Registry ID ref:618d29c7f4f6 · see in the full table