Minimum quadratic distance estimation for a parametric family of discrete distributions defined recursively
A Luong, J Garrido - Australian Journal of Statistics, 1993 - Wiley Online Library
The distribution function of a random sum can easily be computed iteratively when the
distribution of the number of independent identically distributed elements in the sum is itself …
distribution of the number of independent identically distributed elements in the sum is itself …
On mean scaled insurance risk models
W Hürlimann - Blätter der DGVFM, 1998 - Springer
A characterization problem for scale compound parametric families of distributions with the
mean as scale parameter is analyzed. If the counting distribution of the compound family has …
mean as scale parameter is analyzed. If the counting distribution of the compound family has …
Annuity distributions: A new class of compound Poisson distributions
CM Ramsay - Insurance: Mathematics and Economics, 1993 - Elsevier
A discrete random variable N is said to have an annuity distribution if its probabilities satisfy
the recursion pn= p n-1 (a+ b/cn), n= 1, 2, 3,… where a and b are real constants and cn=(1 …
the recursion pn= p n-1 (a+ b/cn), n= 1, 2, 3,… where a and b are real constants and cn=(1 …
[PDF][PDF] integral equations for the aggregate claim amount
CG Pacheco-González - Revista de Matemática: Teoría y Aplicaciones, 2011 - scielo.sa.cr
In the context of insurance mathematics, we study the renewal properties of the so-called
aggregate claim amount for the non-discounted and the discounted case. For these models …
aggregate claim amount for the non-discounted and the discounted case. For these models …
[PDF][PDF] Backward Difference Recursions and Infinite Series Representations in Computational Risk Theory.
W HÜRLIMANN - Journal of Numerical Mathematics & Stochastics, 2016 - jnmas.org
Some new developments in computational discrete probability are carried out. The obtained
recursions exploit the one-to-one correspondence between the probability function and the …
recursions exploit the one-to-one correspondence between the probability function and the …