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

  • Wang S
  • Sobrero M
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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).

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Wang, S., & Sobrero, M. (1994). Further Results on Hesselager’s Recursive Procedure for Calculation of some Compound Distributions. ASTIN Bulletin, 24(2), 161–166. https://doi.org/10.2143/ast.24.2.2005062

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