Article citationsMore>>

H. H. Panjer, “Recursive Evaluation of a Family of Compound Distributions,” ASTIN Bulletin, Vol. 12, No. 1, 1981, pp. 22-26.

has been cited by the following article:

• TITLE: The Equilibrium Distribution of Counting Random Variables

  AUTHORS: Shuanming Li

  KEYWORDS: Counting Random Variable, Equilibrium Distribution, Stop-Loss Transform, Mean Residual Life, (a, b, 0) Family, Recursive Formulas, Probability Generating Function

  JOURNAL NAME: Open Journal of Discrete Mathematics, Vol.1 No.3, October 17, 2011

  ABSTRACT: We study the high order equilibrium distributions of a counting random variable. Properties such as moments, the probability generating function, the stop--loss transform and the mean residual lifetime, are derived. Expressions are obtained for higher order equilibrium distribution functions under mixtures and convolutions of a counting distribution. Recursive formulas for higher order equilibrium distribution functions of the (a,b,0) -family of distributions are given.