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The n-Fold Convolution of a Mixed Density and Mass Function*,*

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  • von Lanzenauer, Christoph Haehling
  • Lundberg, William N.

Abstract

The distribution of the sum of n mutuality independent random variables with a common distribution f(x) plays an important role in many insurance problems. The paper presents alternative methods of deriving the distribution of the sum of n random variables when f(x) is a mixed density and mass function. The methods are illustrated and compared.

Suggested Citation

  • von Lanzenauer, Christoph Haehling & Lundberg, William N., 1974. "The n-Fold Convolution of a Mixed Density and Mass Function*,*," ASTIN Bulletin, Cambridge University Press, vol. 8(1), pages 91-103, September.
    • Handle: RePEc:cup:astinb:v:8:y:1974:i:01:p:91-103_00
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    Cited by:

    1. Agustin Hernandez Bastida & Emilio Gomez Deniz & Jose Maria Perez Sanchez, 2009. "Bayesian robustness of the compound Poisson distribution under bidimensional prior: an application to the collective risk model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(8), pages 853-869.

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