IDEAS home Printed from https://ideas.repec.org/a/eee/insuma/v24y1999i1-2p15-21.html
   My bibliography  Save this article

Recursions for convolutions of discrete uniform distributions revisited

Author

Listed:
  • Sundt, Bjorn

Abstract

No abstract is available for this item.

Suggested Citation

  • Sundt, Bjorn, 1999. "Recursions for convolutions of discrete uniform distributions revisited," Insurance: Mathematics and Economics, Elsevier, vol. 24(1-2), pages 15-21, March.
    • Handle: RePEc:eee:insuma:v:24:y:1999:i:1-2:p:15-21
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-6687(98)00034-1
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. 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.
    2. Sundt, Bjorn, 1988. "A recursive algorithm for convolutions of discrete uniform distributions," Insurance: Mathematics and Economics, Elsevier, vol. 7(4), pages 283-285, December.
    3. De Pril, Nelson, 1985. "Recursions for Convolutions of Arithmetic Distributions," ASTIN Bulletin, Cambridge University Press, vol. 15(2), pages 135-139, November.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Sundt, Bjorn, 2002. "Recursive evaluation of aggregate claims distributions," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 297-322, June.
    2. Dhaene, Jan & Vandebroek, Martina, 1995. "Recursions for the individual model," Insurance: Mathematics and Economics, Elsevier, vol. 16(1), pages 31-38, April.
    3. Michel Denuit, 2009. "Life Anuities with Stochastic Survival Probabilities: A Review," Methodology and Computing in Applied Probability, Springer, vol. 11(3), pages 463-489, September.
    4. Sundt, Bjorn, 2003. "Some recursions for moments of n-fold convolutions," Insurance: Mathematics and Economics, Elsevier, vol. 33(3), pages 479-486, December.
    5. van Noortwijk, J.M. & van der Weide, J.A.M., 2008. "Applications to continuous-time processes of computational techniques for discrete-time renewal processes," Reliability Engineering and System Safety, Elsevier, vol. 93(12), pages 1853-1860.
    6. M. Assadsolimani & D. Chetalova, 2017. "Estimating VaR in credit risk: Aggregate vs single loss distribution," Papers 1702.04388, arXiv.org.
    7. Sundt, Bjorn, 2000. "The multivariate De Pril transform," Insurance: Mathematics and Economics, Elsevier, vol. 27(1), pages 123-136, August.
    8. Shaun, Wang, 1995. "On two-sided compound binomial distributions," Insurance: Mathematics and Economics, Elsevier, vol. 17(1), pages 35-41, August.
    9. Sundt, Bjorn, 2003. "Some recursions for moments of compound distributions," Insurance: Mathematics and Economics, Elsevier, vol. 33(3), pages 487-496, December.
    10. Johannssen, Arne & Chukhrova, Nataliya & Castagliola, Philippe, 2022. "The performance of the hypergeometric np chart with estimated parameter," European Journal of Operational Research, Elsevier, vol. 296(3), pages 873-899.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:24:y:1999:i:1-2:p:15-21. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/505554 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.