On some Extensions of Panjer's Class of Counting Distributions

Link
https://www.casact.org/sites/default/files/database/astin_vol22no1_61.pdf
Abstract
In this paper we discuss some properties o f counting distributions whose discrete density satisfies a recursion
Volume
22:1
Page
61-80
Year
1992
Categories
Financial and Statistical Methods
Aggregation Methods
Panjer
Financial and Statistical Methods
Loss Distributions
Publications
ASTIN Bulletin
Authors
Bjørn Sundt