Computational Aspects of Sundt's Generalized Class

Abstract
Some practical applications of Sundt's (1992) generalized class of counting distributions are discussed The numerical stabilities of some recursive formulas in Sundt's class are investigated. Keywords: Compound distributions; recursive method, stability
Volume
25:1
Page
5-18
Year
1995
Categories
Financial and Statistical Methods
Aggregation Methods
Financial and Statistical Methods
Loss Distributions
Publications
ASTIN Bulletin
Authors
Harry H Panjer
Shaun Wang