A recursive procedure for calculation of some mixed compound poisson distributions

Ole Hesselager

Scandinavian Actuarial Journal, 1996, vol. 1996, issue 1, 54-63

Abstract: We derive a simple recursive procedure for calculation of mixed compound Poisson distributions, when the logarithm of the mixing density can be written as the ratio of two polynomials.

Date: 1996
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DOI: 10.1080/03461238.1996.10413963

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