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On Some Properties of de Pril Transforms of Counting Distributions

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  • Sundt, Bjørn

Abstract

In this paper we study a transform introduced by De Pril (1989) for recursive evaluation of convolutions of counting distributions with a positive probability in zero. We discuss some cases where the evaluation of this transform is simplified and relate the transform to infinitely divisible distributions. Finally we discuss an algorithm presented by Dhaene & Vandebroek (1994) for recursive evaluation of convolutions.

Suggested Citation

  • Sundt, Bjørn, 1995. "On Some Properties of de Pril Transforms of Counting Distributions," ASTIN Bulletin, Cambridge University Press, vol. 25(1), pages 19-31, May.
    • Handle: RePEc:cup:astinb:v:25:y:1995:i:01:p:19-31_00
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    Cited by:

    1. Sundt, Bjorn, 2002. "Recursive evaluation of aggregate claims distributions," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 297-322, June.
    2. Sundt, Bjorn, 1999. "Recursions for convolutions of discrete uniform distributions revisited," Insurance: Mathematics and Economics, Elsevier, vol. 24(1-2), pages 15-21, March.
    3. Sundt, Bjorn, 2000. "The multivariate De Pril transform," Insurance: Mathematics and Economics, Elsevier, vol. 27(1), pages 123-136, August.

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