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Difference equation approaches in evaluation of compound distributions

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  • Willmot, G. E.
  • Panjer, H. H.

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  • Willmot, G. E. & Panjer, H. H., 1987. "Difference equation approaches in evaluation of compound distributions," Insurance: Mathematics and Economics, Elsevier, vol. 6(1), pages 43-56, January.
    • Handle: RePEc:eee:insuma:v:6:y:1987:i:1:p:43-56
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    Cited by:

    1. Vernic, Raluca, 2018. "On the evaluation of some multivariate compound distributions with Sarmanov’s counting distribution," Insurance: Mathematics and Economics, Elsevier, vol. 79(C), pages 184-193.
    2. Sundt, Bjorn, 2002. "Recursive evaluation of aggregate claims distributions," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 297-322, June.
    3. Cordelia Rudolph & Uwe Schmock, 2020. "Multivariate Collective Risk Model: Dependent Claim Numbers and Panjer’s Recursion," Risks, MDPI, vol. 8(2), pages 1-31, May.
    4. Luong, Andrew & Doray, Louis G., 2002. "General quadratic distance methods for discrete distributions definable recursively," Insurance: Mathematics and Economics, Elsevier, vol. 30(2), pages 255-267, April.
    5. Aleksandr Beknazaryan & Peter Adamic, 2022. "On a stochastic order induced by an extension of Panjer’s family of discrete distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(1), pages 67-91, January.
    6. Ambagaspitiya, R. S., 1995. "A family of discrete distributions," Insurance: Mathematics and Economics, Elsevier, vol. 16(2), pages 107-127, May.

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