A recursive procedure for calculation of some mixed compound poisson distributions

Ole Hesselager

25 citations0/0 files storedScandinavian Actuarial Journal

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

Abstract

We derive a simple recursive procedure for calculation of mixed compound Poisson distributions, when the logarithm of the mixing density can be written as the ratio of two polynomials.

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References

1981Recursive Evaluation of a Family of Compound Distributions 2011On recursive evaluation of mixed poisson probabilities and related quantities 1994A Recursive Procedure for Calculation of some Compound Distributions

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