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

Shaun Wang and Monica Sobrero

ASTIN Bulletin, 1994, vol. 24, issue 2, 161-166

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).

Date: 1994
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