IDEAS home Printed from https://ideas.repec.org/a/cup/astinb/v24y1994i02p161-166_00.html
   My bibliography  Save this article

Further Results on Hesselager's Recursive Procedure for Calculation of some Compound Distributions

Author

Listed:
  • Wang, Shaun
  • Sobrero, Monica

Abstract

The recursive algorithm of Hesselager (1994) is extended to a more general class of counting distributions, which includes Sundt's (1992) class as well as all the mixed Poisson distributions discussed by Willmot (1993).

Suggested Citation

  • Wang, Shaun & Sobrero, Monica, 1994. "Further Results on Hesselager's Recursive Procedure for Calculation of some Compound Distributions," ASTIN Bulletin, Cambridge University Press, vol. 24(2), pages 161-166, November.
    • Handle: RePEc:cup:astinb:v:24:y:1994:i:02:p:161-166_00
    as

    Download full text from publisher

    File URL: https://www.cambridge.org/core/product/identifier/S0515036100002762/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. Fátima Ferreira & António Pacheco & Helena Ribeiro, 2017. "Moments of losses during busy-periods of regular and nonpreemptive oscillating $$M^X/G/1/n$$ M X / G / 1 / n systems," Annals of Operations Research, Springer, vol. 252(1), pages 191-211, May.
    3. Stefan Gerhold & Uwe Schmock & Richard Warnung, 2010. "A generalization of Panjer’s recursion and numerically stable risk aggregation," Finance and Stochastics, Springer, vol. 14(1), pages 81-128, January.
    4. Gathy, Maude & Lefèvre, Claude, 2010. "On the Lagrangian Katz family of distributions as a claim frequency model," Insurance: Mathematics and Economics, Elsevier, vol. 47(1), pages 76-83, August.

    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:24:y:1994:i:02:p:161-166_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.