IDEAS home Printed from https://ideas.repec.org/a/cup/astinb/v15y1985i02p135-139_00.html
   My bibliography  Save this article

Recursions for Convolutions of Arithmetic Distributions

Author

Listed:
  • De Pril, Nelson

Abstract

A simple recursion for the n-fold convolution of an arithmetic distribution with itself is developed and its relation to Panjer's algorithm for compound distributions is shown.

Suggested Citation

  • De Pril, Nelson, 1985. "Recursions for Convolutions of Arithmetic Distributions," ASTIN Bulletin, Cambridge University Press, vol. 15(2), pages 135-139, November.
    • Handle: RePEc:cup:astinb:v:15:y:1985:i:02:p:135-139_00
    as

    Download full text from publisher

    File URL: https://www.cambridge.org/core/product/identifier/S0515036100005225/type/journal_article
    File Function: link to article abstract page
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Sundt, Bjorn, 2002. "Recursive evaluation of aggregate claims distributions," Insurance: Mathematics and Economics, Elsevier, vol. 30(3), pages 297-322, June.
    2. M. Assadsolimani & D. Chetalova, 2017. "Estimating VaR in credit risk: Aggregate vs single loss distribution," Papers 1702.04388, arXiv.org.
    3. Sundt, Bjorn, 2003. "Some recursions for moments of compound distributions," Insurance: Mathematics and Economics, Elsevier, vol. 33(3), pages 487-496, December.
    4. Dhaene, Jan & Vandebroek, Martina, 1995. "Recursions for the individual model," Insurance: Mathematics and Economics, Elsevier, vol. 16(1), pages 31-38, April.
    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. 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.
    7. Shaun, Wang, 1995. "On two-sided compound binomial distributions," Insurance: Mathematics and Economics, Elsevier, vol. 17(1), pages 35-41, August.
    8. Sundt, Bjorn, 1999. "Recursions for convolutions of discrete uniform distributions revisited," Insurance: Mathematics and Economics, Elsevier, vol. 24(1-2), pages 15-21, March.
    9. Sundt, Bjorn, 2003. "Some recursions for moments of n-fold convolutions," Insurance: Mathematics and Economics, Elsevier, vol. 33(3), pages 479-486, 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:cup:astinb:v:15:y:1985:i:02:p:135-139_00. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Kirk Stebbing (email available below). General contact details of provider: https://www.cambridge.org/asb .

    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.