Recursions for Convolutions of Arithmetic Distributions

Nelson De Pril

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

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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.

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References

1981Recursive Evaluation of a Family of Compound Distributions 1966Compound Poisson Distributions

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2002Recursive evaluation of aggregate claims distributions 1995Recursions for the individual model 1994A Recursive Procedure for Calculation of some Compound Distributions

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