On evaluation of the Delaporte distribution and related distributions

Gordon E. Willmot · Bjørn Sundt

32 citations0/0 files storedScandinavian Actuarial Journal

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Probability and Risk Models Probability and Statistical Research Statistical Distribution Estimation and Applications

Abstract

In the present paper we develop recursive algorithms for evaluation of the Delaporte distribution, the compound Delaporte distribution, and convolutions of compound Delaporte distributions. Some asymptotic results are given. We discuss how the approach can sometimes be generalized to other classes of compound mixed Poisson distributions when the mixing distribution is a shifted infinitely divisible distribution.

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2008Scandinavian Actuarial Journal 1981Further Results on Recursive Evaluation of Compound Distributions 1987The Poisson-Inverse Gaussian distribution as an alternative to the negative binomial 1984An introduction to non-life insurance mathematics 1986Mixed Compound Poisson Distributions 1988Sundt and Jewell's Family of Discrete Distributions 1986Mixed Compound Poisson Distributions 1988On A Model for the Claim Number Process

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