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A generalisation of the De Pril transform

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  • Bjørn Sundt

Abstract

The De Pril transform was first introduced for distributions on the non-negative integers with a positive probability in zero and later generalised to functions on the non-negative integers with a positive mass in zero. In the present paper we extend the definition of the De Pril transform to functions on the integers with a downwards bounded support and show that some known properties of the De Pril transform also hold under this extension.

Suggested Citation

  • Bjørn Sundt, 1998. "A generalisation of the De Pril transform," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 1998(1), pages 41-48.
    • Handle: RePEc:taf:sactxx:v:1998:y:1998:i:1:p:41-48
    DOI: 10.1080/03461238.1998.10413990
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