Comparison of Methods for Evaluation of the Convolution of Two Compound R 1 Distributions

David Dickson and Bjørn Sundt

Scandinavian Actuarial Journal, 2001, vol. 2001, issue 1, 40-54

Abstract: In the present paper we compare four methods for evaluating the convolution of two compound R 1 distributions by counting the numbers of elementary algebraic operations required. Two of the methods are applicable in general, whereas the remaining two are restricted to the case when the two compound distributions have the same severity distribution. This case is discussed separately. We consider in particular the special case when this common severity distribution is concentrated in one, that is, evaluation of the convolution of two R 1 distributions.

Date: 2001
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/034612301750077310 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:sactxx:v:2001:y:2001:i:1:p:40-54

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/sact20

DOI: 10.1080/034612301750077310

Access Statistics for this article

Scandinavian Actuarial Journal is currently edited by Boualem Djehiche

More articles in Scandinavian Actuarial Journal from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().