The n-Fold Convolution of a Mixed Density and Mass Function*,**

Christoph Haehling von Lanzenauer and William N. Lundberg

ASTIN Bulletin, 1974, vol. 8, issue 1, 91-103

Abstract: The distribution of the sum of n mutuality independent random variables with a common distribution f(x) plays an important role in many insurance problems. The paper presents alternative methods of deriving the distribution of the sum of n random variables when f(x) is a mixed density and mass function. The methods are illustrated and compared.

Date: 1974
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