Remarks on “A note on compound generalized distributions”

Hans J. Zwiesler

Scandinavian Actuarial Journal, 1997, vol. 1997, issue 2, 186-188

Abstract: 1. INTRODUCTION In [1] the authors derive recursion formulae for computing total claim probabilities for a general class of modified power series distributions. Such formulae provide an important tool for computing total claim size probabilities in risk-theory. As it turns out, two of their recursions (Theorem 3.2 and Theorem 3.4) need modifications. Unfortunately, these modifications have the effect that the recursions break down. In the following, we will state the modified theorems and show how these obstacles can be overcome.

Date: 1997
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DOI: 10.1080/03461238.1997.10413986

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